Global stability of three dimensional steady
Prandtl Equation
January 01, 1970
The well-posedness of three dimensional Prandtl equation is an outstanding open problem despite of the study in analytic and Gevrey function spaces. This problem is raised as the third open problem in the classical monograph by Oleinik and Samokhin [1]. The paper aims to address this open problem in the steady case by introducing a novel approach to establish the global stability of background profile that includes the celebrated Blasius solutions, which is of particular interest in light of the recent affirmation of Prandtl’s ansatz in two dimensional steady setting by Iyer and Masmoudi [2]. In three dimensions, the well-established analytic approaches for two dimensional setting can not be applied because of the appearance of the secondary flow. Rather than employing cancellation mechanisms or coordinate transforms, we introduce new intrinsic vector fields featuring curvature-type commutators and establish vector field-based maximum principles through pointwise and integral estimates to address the loss of tangential derivatives.
To describe the fluid behavior governed by the Navier-Stokes equation with no-slip boundary condition in high Reynolds number regime, Prandtl in [3] developed the celebrated boundary layer theory by observing the balance between convection and diffusion effects. In two dimensions (2D), Iyer and Masmoudi [2] justified Prandtl’s boundary layer theory globally in the \(x\)-variable for a large class of boundary layers including the classical Blasius profiles. Denoting by \((u,v)\) the tangential component and by \(w\) the vertical component of the velocity field, the steady boundary layer equation in three spatial dimensions (3D) takes the following form \[\label{eq:3DPrandtl} \left\{ \begin{align} &u \partial_x u +v\partial_{y}u+w\partial_{z}u-\partial_{z}^2u=-\partial_{x}p,\quad in \quad \Omega,\\&u \partial_x v +v\partial_{y}v+w\partial_{z}v-\partial_{z}^2v=-\partial_{y}p,\quad in \quad \Omega,\\ &\partial_xu+\partial_y v+\partial_z w=0,\quad in \quad \Omega,\\ &(u,v,w)|_{z=0}=0\quadand\quad \displaystyle\lim_{z\to+\infty} (u,v)=(U,V),\\ &u|_{x=0,\,y=0}= u_{bd}, \quad v|_{x=0,\,y=0}= v_{bd}, \end{align} \right.\tag{1}\] where \[\Omega=(0,X]\times(0,Y]\times(0,+\infty),\] and Bernoulli’s law holds for the outer flow, \[\begin{align} \label{1121-3}\begin{aligned} &U\partial_x U+V\partial_y U+\partial_x p=0,\\ &U\partial_x V+V\partial_y V+\partial_y p=0. \end{aligned} \end{align}\tag{2}\]
Take \((u_B, v_B,w_B)\) to be a steady solution to the 3D Prandtl equation 1 as follows, \[\begin{align} \label{FS} (u_B(x,y,z),v_B(x,y,z),w_B(x,y,z))=(u_{s}(\frac{x+y}{2},z),u_{s}(\frac{x+y}{2},z),w_{s}(\frac{x+y}{2},z)), \end{align}\tag{3}\] which is a symmetric solution obtained by rotation from a smooth steady solution \((u_s, w_s)\) to the 2D Prandtl equation 7 with constant outer flow \(\displaystyle\lim_{z\to+\infty} u_s=U\). Here and in the following, symmetry is respect to \(x\) and \(y\) coordinates. However, it is noted that such symmetry is just for convenience of presentation. The direction of the tangential velocity field \((u_B,v_B)\) in fact can be arbitrary due to rescaling and rotation so that the result holds for a 2D profile under the 3D perturbation. We also assume the background profile satisfies the following monotonicity and decay conditions: \[\begin{align} \label{mnt-0228} \partial_z u_B\gtrsim e^{-m_0z^2}\quad\text{for}\quad z>0, \end{align}\tag{4}\] \[\begin{align} \label{tail-1-0316-0228} |\partial_x^{n_1} \partial_y^{n_2} \partial_z^{n_3}u_B|\leq C_{n_1,n_2,n_3} e^{-\frac{2}{3}m_0z^2}\quad\text{as}\quad z\rightarrow+\infty, \end{align}\tag{5}\] where \(m_0\) is any positive constant, \(n_1,n_2,n_3\) are non-negative integers with \(n_1+n_2+n_3>0\) and \(C_{n_1,n_2,n_3}\) is a positive constant depending only on \(n_1,n_2,n_3.\)
We note that the above condition on the background profile is general in the sense that a typical tail of boundary layer profiles mentioned in the classical book of Oleinik-Samokhin [1] (Beginning of Chapter 4) satisfies \[\begin{align} \label{tail} U-u_s\sim e^{-mz^2} \quad \text{as}\quad z\rightarrow+\infty, \end{align}\tag{6}\] where \(m\) is a positive constant.
It is important to note that the above assumptions 4 5 are satisfied by the well-known Blasius solutions which are self-similar solutions to the 2D steady Prandtl equations with \(-\partial_xp=0, U=const>0\) and have been experimentally confirmed as a basic flow in the Prandtl theory [4]. That is, consider \[\label{eq:Prandtl} \left\{ \begin{align} &u \partial_x u +w\partial_{z}u-\partial_{z}^2u=0,\quad in \quad D,\\ &\partial_xu+\partial_z w=0,\quad in \quad D,\\ &u|_{z=0}=w|_{z=0}=0\quadand\quad \displaystyle\lim_{z\to+\infty} u(x,z)=U,\\ & u|_{x=0}= u_0, \end{align} \right.\tag{7}\] where \(D=(0,X]\times(0,+\infty)\) and Bernoulli’s law holds,\[\begin{align} \label{Blaw} U\partial_x U+\partial_x p=0. \end{align}\tag{8}\]
The Blasius solution takes the form \[\begin{align} \label{Blasiusu} u_{s}(x,z)=Uf'(\zeta), \quad \zeta:=\frac{ z}{\sqrt{x+x_0}}, \end{align}\tag{9}\] where the parameter \(x_0\) is a positive constant and \(f\) satisfies \(f''>0\) for \(0\leq \zeta<+\infty,\) and \[\begin{align} \label{df1} f'''+ff''=0,\quad f(0)=f'(0)=0. \end{align}\tag{10}\] It is known that \[\begin{align} \label{df2} 1-f'(\zeta)\sim \zeta^{-1}e^{-\frac{\zeta^2}{2}-C\zeta},\quad f''(\zeta)\sim \zeta(1-f') \quad as\quad\zeta\rightarrow +\infty, \end{align}\tag{11}\] so that for \(x\in[0,X],\) \[\begin{align} \partial_zu_s=\frac{U}{\sqrt{x+x_0}} f''\sim e^{-\frac{\zeta^2}{2}-C\zeta} \quad as\quad\zeta\rightarrow +\infty. \end{align}\]
We now present the main result in the paper. Without loss of generality, we assume \[\begin{align} \label{1121-1-1} U=V=const \end{align}\tag{12}\] so that the Bernoulli’s law 2 implies \[\begin{align} \label{1121-2} (\partial_xp,\partial_yp)=(0,0). \end{align}\tag{13}\] The stability of the profile 3 to 1 is stated as follows.
Theorem 1. Let \(X,Y\) be any positive constants and \((u_B, v_B,w_B)\) defined in 3 satisfies 4 and 5 . Assume the boundary data \((u_{bd},v_{bd})\) in 1 with 12 13 satisfy the smooth compatibility conditions and the following growth rate assumptions. For any positive constant \(\tilde{\varepsilon}\) with \(\tilde{\varepsilon}\leq \tilde{\varepsilon}_0\) and any fixed constant \(l>1\), we assume \[\begin{align} \label{bddata-250628-1}\begin{aligned} &\|(\partial_zu_{bd},\partial_zv_{bd}) -(\partial_zu_B,\partial_zv_B)\|_{W_{x,y}^{2,\infty}(\{x=0\}\cup\{y=0\}\cup\{z=0\}\cap\partial \Omega)}\\ \leq& \tilde{\varepsilon}^l [z\chi +e^{-m_0 z^2}(1-\chi)], \end{aligned} \end{align}\qquad{(1)}\] where \(\tilde{\varepsilon}_0\) is a constant depending only on \(X,\) \(Y\) and \(\chi(z)\) is the standard cutoff function with \(\chi=1\) on \([0,1]\) and \(\chi=0\) on \([2,+\infty]\). Then there exists a unique solution to 1 with 27 13 satisfying the following properties, \[\begin{align} \label{zt-250628}\begin{aligned} \|(u,v) -(u_B,v_B)\|_{W_{x,y,z}^{2,\infty}(\Omega)}\leq \tilde{ \varepsilon}. \end{aligned} \end{align}\qquad{(2)}\] The detailed growth rates in \(z\) near \(z=0\) and decay rates in \(z\) for large \(z\) can be found in the proof.
Theorem 1 firstly established the global stability of steady solutions in function spaces with finite-order derivatives. In light of the potential instability resulting from the three-dimensional phenomenon of secondary flow, the powers of \(z\) near \(z=0\) for the derivatives of fluid variables are needed to address some critical indices in the proof with more details given in Theorem 2.
Although 1 is no longer a parabolic equation, the boundary data on \(\{x=0\}\cup\{y=0\}\cup\{z=0\}\cap\partial \Omega\) in 26 can still be obtained from the prescribed data in 1 by compatibility condition as follows. By \(u=0\) at \(z=0,\) we have \(|\frac{\int_0^z\partial_x udz'}{u}|\leq Cz\) so that \[\begin{align} \label{intuu} \frac{\int_0^z\partial_x udz'}{u}=0\quad \text{at}\quad z=0. \end{align}\tag{14}\] By 1 , at \(x=0,\) we have \[\begin{align} u^2\partial_{z}\frac{\int_0^z\partial_x udz'}{u} =&u \partial_x u -\int_0^z\partial_x udz'\partial_z u\\ =&-v\partial_{y}u+\int_0^z\partial_y vdz'\partial_{z}u+\partial_{z}^2u :=RHS. \end{align}\] Then by 14 , at \(x=0\), we have \[\begin{align} \label{code} \partial_x u =\partial_{z}(u\int_0^z \frac{ RHS}{u^2}dz'). \end{align}\tag{15}\] Similarly, we can obtain the boundary data of \(\partial_y v\) on \(y=0.\)
The smoothness requirement is used to ensure the existence of a smooth solution of the approximate quasi-linear equations. This is not the main concern of the paper. In fact, the uniform estimates guarantee the existence of strong solutions.
It is well known that the essential feature of the three dimensional problem is the appearance of the secondary flow. Hence in analysis, in addition to the difficulty induced by the degeneracy and non-local terms as in two dimensional case, the challenge in three dimensional case is how to estimate the flow component perpendicular to the primary flow. In the setting of this paper, this leads to estimate the difference between \(v\) and \(u\) in the two tangential directions. Precisely, due to the loss of symmetry, we need to introduce some new analytic techniques which are different from the existing ones for two space dimensions to establish the uniform estimates on \[q=v-u, \quad \int_0^z q dz'\] and their derivatives.
First of all, we note that the well established analytic techniques such as coordinate transformation (von Mises transformation for steady flow) and the cancellation mechanisms through convection terms and vorticity can not be applied in the three space dimensions. In addition, it is well known that there is no maximum principle for system of equations unlike the scalar case which correspond to the two space dimensional problem studied in Oleinik’s classical work. To overcome these difficulties, we apply the following new approach that can be also applied to other boundary layer problems in three space dimensions.
To prove the stability estimate, we will apply an induction argument. Based on the induction assumption and the boundary condition, the proof on the \(n\)-th approximation in 22 relies on a bootstrap argument on the estimates given in 56 .
In order to close the bootstrap argument, we introduce a set of vector fields to replace the coordinate transformation and cancellation mechanism techniques used in two space dimensions. For this, the analysis of the commutators of the vector fields plays an essential role. Let us illustrate the vector fields as follows. Since \(w=-\int_0^z\,\partial_xu+\partial_y v\,dz'\) by 1 , we rewrite 1 as \[\begin{align} \label{2461}\begin{aligned} &u \partial_x u +(u+q)\partial_{y}u-\int_0^z\partial_xu+\partial_y vdz'\partial_{z}u-\partial_{z}^2u=0,\\ &u \partial_x v +(u+q)\partial_{y}v-\int_0^z\partial_xu+\partial_y vdz'\partial_{z}v-\partial_{z}^2v=0.\end{aligned} \end{align}\tag{16}\] To absorb the non-local terms, we introduce the following operator with given \((u,v)\)\[\begin{align} \label{p1uu} P^{u,v}_1w=&\nabla_\xi w +(1+\tilde{q})\nabla_{\eta}w -\nabla_{\psi}(u\nabla_{\psi}w), \end{align}\tag{17}\] where \(\tilde{q}=\frac{q}{u}\) and \[\begin{align} \label{vf}\nabla _{\xi}=\partial_x-\frac{\int_0^z \partial_{x}u dz'}{u }\partial_z,\quad \nabla _{\eta}=\partial_y-\frac{\int_0^z \partial_yv dz'}{v }\partial_z, \quad\nabla _{\psi}=\frac{1}{u }\partial_z. \end{align}\tag{18}\] Note that the newly introduced differential operators are not commutative, that is, \[[\nabla _{\eta},\nabla _{\psi}]\neq 0,\quad [\nabla _{\eta},\nabla _{\xi}]\neq 0.\] Therefore, we can not employ a coordinate transformation to view the vector fields in 18 as partial differential derivatives with respect to the new variables. This is essentially different from the von Mises transformation in two dimensional case. Then the question is how to obtain uniform estimates on the solution by using these vector fields and how to reduce them to uniform estimates in the Euclidean coordinates.
When we estimate the derivatives of \(u\), we can not commute the vector fields as directly as commuting ordinary partial differential derivatives. In fact, the commutator of the “tangential" vector fields generates the curvature-type quantity defined by \[\begin{align} K\partial_z= [\nabla_\xi,\nabla_\eta]. \end{align}\] Note that \(K\) also measures the symmetry breaking related to the secondary flow which is the essential feature in the three dimensional flow compared to the two dimensional case. If \((u,v,w)\) is symmetric as defined in 3 , then \(K=0\). One main ingredient of the proof is to estimate \(K\) and its derivatives through a surprising representation of \(K\) given in 40 with detailed calculation presented in the Appendix.
Another trade-off for using these vector fields is to deal with the blow-up rates. To be specific, there is a multiplier \(\frac{1}{u}\) in the expression of \(\nabla_\xi,\) \(\nabla_\eta\) while we note \(u=0\) on \(z=0.\) For example, the tangential vector fields related to \((u_B,v_B)\) is \[\nabla _{\tau}=\partial_x-\frac{\int_0^z \partial_{x}u_B dz'}{u_B }\partial_z.\] Then for any integer \(i\geq 2,\) \[\begin{align} \label{26-04-26-2} \partial_{z}^i(\nabla _{\tau}z)=c_i\frac{(\partial_z u_B )^i}{u_B^{i+1} }\int_0^z \partial_{x}u_B dz'+\cdots\sim\frac{1}{z^{i-1} }+\cdots\quad \text{near}\quad z=0, \end{align}\tag{19}\] where \(c_i\) is a constant. Hence, we will construct some suitable barrier functions to cope with the vector fields and the background boundary layer behavior.
Unlike the steady Prandtl equations in two space dimensions, one can apply von Mises transformation to reduce the 2D system to a degenerate parabolic equation so that maximum principle can be applied. For three space dimensions, there are two coupled equations for two tangential velocity components. As well known, there is no maximum principle for system of equations in general. However, with the vector fields, we can consider the operator \(P^{u,v}_1\) defined in 17 and \[\begin{align} \label{1121-6} P^{u,v}_2 w=&\nabla_\xi w +(1+\tilde{q})\nabla_{\eta}w -u\nabla_{\psi}^2 w. \end{align}\tag{20}\] For these operators, we will establish maximum principles both in bounded and unbounded domains. Moreover, we generalize these maximum principles for barrier functions with ridges in order to take care of the inner and outer layers inside the Prandtl boundary layer which suitably cope with the blow-up rates as mentioned in 19 .
Different from the approximate solutions and their first order tangential vector field derivatives which can be estimated via maximum principles established through pointwise estimates, the estimation of the second order tangential vector field derivatives is very subtle as shown in the proof of Theorem 12. A different maximum principle is established through integral estimates which crucially depends on determining the sign of the term associated with extra loss of derivatives induced by tangential symmetry breaking. Here, we use a toy model to present the essential ideas.
Denote by \(f\) the difference between the second order tangential vector field derivatives of the approximate solution and the corresponding second order derivatives of the background profile plus suitable barrier function. Note that by the representation of \(K\), both \(K\) and its normal derivative \(\partial_z K\) have precise bounds based on the a priori assumptions.
Then \(f\) satisfies an equation like \[\partial_x f+\partial_y f=-\partial_y K + R,\] which is a simplified version of 113 . Here, \(R\) represents the error term that can be controlled while \(\partial_y K\) contains loss of tangential derivative which is one order higher than a priori assumptions. Hence, instead of bounding \(\partial_y K\), we construct new auxiliary function \(F\) in the proof and take advantage of the sign of \(\partial_y F_+\) to overcome this difficulty as follows.
In order to prove \(f\le 0\) up to \(y=Y\), we can apply proof by contradiction. If it holds up to \(y=y_*<Y\), then for some constant \(y_2\in (y_*,Y)\), we introduce an auxiliary function \(F\) defined by \[F=f+\gamma (y-y_*)\phi_{1,\frac{\alpha}{2}}-B+B\zeta(y) \quad\text{in}\quad [0,X]\times[y_*,y_2]\times[0,+\infty),\] where \(\gamma>0\) is an arbitrarily small constant, \(B\) is a controllable positive function used to bound \(K\), \(\phi_{1,\frac{\alpha}{2}}\) is defined in 45 and \(\zeta(y)\) is defined in 134 . The goal is to show that \[\label{toy951} \partial_x (\int_{y_*}^{y_2} \int_0^\infty F_+^2dzdy)\lesssim \int_{y_*}^{y_2} \int_0^\infty F_+^2dzdy \quad\text{in}\quad [0,X],\tag{21}\] so that Gronwall inequality implies \(F_+=\max\{F,0\} \equiv 0\) by boundary conditions. Hence, this implies \(f\le 0\) holds beyond \(y=y_*\). To achieve this, we will show that there exists \(y_1\in (y_*,y_2)\) such that \[\partial_y F_+\ge 0, \, y\in (y_*,y_1);\quad \partial_y F_+\le 0, \, y\in (y_1,y_2),\] through a finite covering argument. By suitably choosing \(B,\) \(y_1\) and \(y_2,\) we can prove 21 as shown in the proof of Theorem 12.
By the methodologies above, the solution will be constructed through the following iteration scheme. Firstly, for an arbitrarily small positive constant \(\epsilon_0,\) set \[u_0=v_0= \bar{u},\quad q_0=0,\] where \(\bar{u}(x,y,z)=u_B(x,y,z+{\epsilon_0})\) and consider the \(n\)-th approximation \[\begin{align} \label{appeqeuclidean}\begin{aligned} 0= &\partial_x u_n +(1+\frac{q_{n-1}}{u_{n-1}})\partial_{y}u_n -(\frac{\int_0^z\partial_xu_{n-1}dz'}{u_{n-1}} +(1+\frac{q_{n-1}}{u_{n-1}})\frac{\int_0^z\partial_y v_{n-1}dz'}{v_{n-1}})\partial_{z}u_n \\&-\frac{1}{u_{n-1}}\partial_{z}(\frac{u_{n}}{u_{n-1}}\partial_{z}u_n)\quad \text{in} \quad \Omega,\\ 0= &\partial_x v_n +(1+\frac{q_{n-1}}{u_{n-1}})\partial_{y}v_n -(\frac{\int_0^z\partial_xu_{n-1}dz'}{u_{n-1}} +(1+\frac{q_{n-1}}{u_{n-1}})\frac{\int_0^z\partial_y v_{n-1}dz'}{v_{n-1}})\partial_{z}v_n \\&-\frac{1}{u_{n-1}}\partial_{z}(\frac{v_{n}}{v_{n-1}}\partial_{z}v_n) \quad \text{in} \quad \Omega, \end{aligned} \end{align}\tag{22}\] where \(v_{n}=u_{n}+q_{n}\) and \[\Omega=(0,X]\times(0,Y]\times(0,+\infty).\] For the boundary data, we assume \(\lim_{z\to+\infty} (u_n,v_n)=(1,1)\) and the approximate non-degenerate boundary data on \(\{z=0\}\cup\{x=0\}\cup\{y=0\}\) relying on the parameter \(\epsilon_0\). The detailed definition of the approximate boundary data will be given in Subsection 7.2 in the Appendix with suitable growth rates.
For the above system, the main goal is to obtain uniform estimates independent of \({\epsilon_0}, n\) on the following functions \[\begin{align} \partial_x^2 u_n,\, \partial_y \partial_x u_n, \, \partial_z \partial_x u_n, \,\partial_z \partial_yu_n, \, \partial_y^2 u_n,\, \partial_z^2 u_n,\\ \partial_x^2 v_n,\, \partial_y \partial_x v_n, \, \partial_z \partial_x v_n, \,\partial_z \partial_yv_n, \, \partial_y^2 v_n,\, \partial_z^2 v_n. \end{align}\] Then by compactness, for any \({\epsilon_0}\), there exists a solution \((u_{\epsilon_0},v_{\epsilon_0})\) of 16 with approximate boundary data. Finally, by letting \({\epsilon_0}\) go to \(0,\) we obtain the solution \((u,v)\) of 1 .
For two-dimensional steady flow, Oleinik-Samokhin in the classical book [1] proved the existence and uniqueness of strong solutions by using von Mises transformation and the maximum principle. In the case of favorable pressure gradient, global-in-\(x\) existence of solutions was also obtained in [1]. For the regularity, [5] established higher order regularity and then [6] established the global \(C^\infty\) regularity. For stability, we mention the pioneer work [7] and the refined asymptotic analysis in [8], [9], [10] and [11] for structural stability. In addition, Guo, the second author and Zhang [12] established dynamic stability of steady solutions. In the case of adverse pressure gradient, the physical phenomenon of boundary layer separation is justified in [13] and [14]. For validity, [15] and [5], [16] firstly justified the Prandtl layer expansion in a small interval for shear flows and Blasius-like profiles respectively, cf. also [17]. Recently, [2] justified the Prandtl boundary layer expansion globally-in-\(x\) for a large class of steady solutions that include the Blasius profiles. We also mention [18]–[23] for validity study with the moving boundary assumption.
For two-dimensional unsteady flows, under the monotonicity condition, the well-posedness was established by using Crocco transformation in [1], [24] and later cancellation mechanisms were observed by two research groups independently [25], [26]. Without monotonicity assumption, the well-posedness was established in analytic and Gevrey function spaces, cf. [27]–[32], etc. In Sobolev spaces, Prandtl equations are in general ill-posed without monotonicity assumption, cf. [33] and [34]. For finite time blowup with singularity analysis and boundary layer separation in the unsteady setting, one can refer to [35]–[39]. The validity of Prandtl expansion was established in the analytic and Gevrey function spaces [40]–[42] with different assumptions on the background profile. One can also refer to [43]–[45] and the references therein. In the Sobolev setting, the invalidity of Prandtl expansion was studied in [46]–[49].
In three space dimensions, the stability of boundary layer equations is very challenging because the secondary flows appear in the boundary layer as explained in [1]. In fact, the well-posedness of Prandtl equation was raised as the third open question in [1]. Note that the tangential velocity field is curved in general. Therefore, the cancellation mechanisms observed in two dimensional case no longer hold and this is why there are no counterparts of the Crocco or von Mises transformations in the three dimensional setting. For this, the ill-posedness of the three dimensional system was studied in [50] about perturbation of shear flows when the initial data satisfy \(U(z)\not\equiv cV(z)\) with a constant \(c\). The well-posedness in Gevrey function spaces with index \(2\) for the three-dimensional Prandtl system without any structural assumption was established by Li, Masmoudi and the third author [51]. One can also refer to [52] and [53] for the well-posedness and zero-viscosity limit results in three dimensions respectively. Compared to the fruitful mathematical theories in the two dimensional case, much less is known about the well-posedness theories for both steady and unsteady flows in function spaces with finite order of derivatives. And the result of this paper aims to be the first step to fill in this gap in the steady setting.
The rest of the paper is organized as follows. The main result Theorem 1 will be reduced into a form suitable for our methodology in Section 2. We will introduce the new vector fields with the representation of commutators and the bootstrap argument in terms of these vector fields in Section 3. The vector fields-based “Maximum Principles" in both bounded and unbounded domains will be given in Section 4. We will establish in Section 5 and Section 6 the a priori estimates for the existence of solutions. In the Appendix, we will give some detailed calculations and estimates used in the proof of the main result, also the corresponding estimates of derivatives in the Euclidean variables.
In this section, we show that Theorem 2 yields Theorem 1 through the self-similar change of variables as follows and Lemma 1. We prove Theorem 2 in this paper.
Through the self-similar change of variables 195 in subsection 7.1 in the Appendix with \(\theta\) and \(\mu\) being small positive constants independent of \(\tilde{\varepsilon}\), the assumptions in Theorem 1 are transformed into the following case: \[\begin{align} \label{26-02-08-xtheta} X\leq \theta, \end{align}\tag{23}\] and \[\begin{align} \label{mnt} \partial_z u_B\gtrsim e^{-\frac{3}{2}\mu z^2} \quad\text{for}\quad z>0, \end{align}\tag{24}\] \[\begin{align} \label{tail-1-0316} |\partial_x^{n_1} \partial_y^{n_2} \partial_z^{n_3}u_B|\leq C_{n_1,n_2,n_3} e^{-\mu \frac{z^{2}}{x+1} }\quad\text{as}\quad z\rightarrow+\infty, \end{align}\tag{25}\] \[\begin{align} \label{bddata-250628}\begin{aligned} &\|(\partial_zu_{bd},\partial_zv_{bd}) -(\partial_zu_B,\partial_zv_B)\|_{W_{x,y}^{2,\infty}(\{x=0\}\cup\{y=0\}\cup\{z=0\}\cap\partial \Omega)}\\ \leq& \tilde{\varepsilon}^l [z\chi +e^{-\frac{3}{2} \mu z^2}(1-\chi)]. \end{aligned} \end{align}\tag{26}\]
By the self-similar change of variables above, we prove the following theorem and assume 23 , 24 , 25 and \[\begin{align} \label{1121-1} (U,V)=(1,1) \end{align}\tag{27}\] throughout the paper without loss of generality.
Theorem 2. Let \((u_B, v_B,w_B)\) be defined in 3 satisfy 24 25 . Assume the boundary data \((u_{bd},v_{bd})\) in 1 with 27 13 satisfy the smooth compatibility conditions and the following growth rate assumptions. For a sufficiently small positive constant \(\varepsilon\), assume \[\begin{align} \label{bddata}\begin{aligned} &|u_{bd} -u_B|+|v_{bd} -v_B|\leq\varepsilon^8 \Phi_2,\\ & |\partial_zu_{bd} -\partial_zu_B|+|\partial_zv_{bd} -\partial_zv_B|\leq \varepsilon^7 \Phi_2 ,\\& |\partial_{x,y}u_{bd} -\partial_{x}u_B|+|\partial_{x,y}v_{bd} -\partial_{x}v_B|\leq \varepsilon^6 \Phi_2, \\& |\partial_z\partial_{x,y}u_{bd} -\partial_z\partial_{x}u_B|+|\partial_z\partial_{x,y}v_{bd} -\partial_z\partial_{x}v_B|\leq \varepsilon^6 \Phi_1,\quad \\&|\partial_{x,y}\partial_{x,y}u_{bd} -\partial_{x}^2u_B|+ |\partial_{x,y}\partial_{x,y}v_{bd} -\partial_{x}^2v_B|\leq\varepsilon^6 \Phi_1,\\ &\partial_zu_{bd},\,\,\partial_zv_{bd}\gtrsim e^{-\frac{3}{2}\mu z^2}, \end{aligned} \end{align}\qquad{(3)}\] where we use the notation \(\partial_{x,y}\) to stand for \(\partial_{x}\) or \(\partial_{y}\) and for \(i=1,2,\) and \[\Phi_i= e^{-\frac{A}{x+1}}\left\{ \begin{align} ( \frac{z }{\sqrt{x+1}})^i ,\quad & 0\leq \frac{z }{\sqrt{x+1}}\leq \delta,\\ \delta^i ,\quad & \delta\leq \frac{z }{\sqrt{x+1}}\leq N,\\ \delta^i e^{\frac{3}{2}N^2\mu}e^{-\frac{3}{2}\mu \frac{z ^2}{x+1}},\quad & \frac{z }{\sqrt{x+1}}\geq N. \end{align}\right.\\None\] Here, \(\mu,\) \(\delta\), \(\frac{1}{N}\) are small positive constants independent of \(\varepsilon\) and \(A\) is \(\varepsilon\) to some negative power. Then there exists a solution to 1 with 23 and 27 13 satisfying the following properties, \[\begin{align} \label{zt}\begin{aligned} &|u -u_B|+|v -v_B|\leq \varepsilon e^{-\frac{A}{x+1}},\\ & |\partial_zu -\partial_zu_B|+|\partial_zv -\partial_zv_B|\leq \varepsilon e^{-\frac{A}{x+1}},\\& |\partial_{x,y}u -\partial_{x}u_B|+|\partial_{x,y}v -\partial_{x}v_B|\leq \varepsilon e^{-\frac{A}{x+1}}, \\& |\partial_z\partial_{x,y}u -\partial_z\partial_{x}u_B|+|\partial_z\partial_{x,y}v -\partial_z\partial_{x}v_B|\leq \varepsilon e^{-\frac{A}{x+1}},\quad \\&|\partial_{x,y}\partial_{x,y}u -\partial_{x}^2u_B|+ |\partial_{x,y}\partial_{x,y}v -\partial_{x}^2v_B|\leq\varepsilon e^{-\frac{A}{x+1}}, \\&|\partial_{z}^2u -\partial_{z}^2u_B|+ |\partial_{z}^2v -\partial_{z}^2v_B|\leq2\varepsilon e^{-\frac{A}{x+1}}. \end{aligned} \end{align}\qquad{(4)}\] And the detailed growth rates in \(z\) near \(z=0\) and decay rates for \(z\) large can be found in the proof.
Take \(\varepsilon\) to be the constant satisfying \[\begin{align} \label{26-02-08-relt-epsilon} \tilde{\varepsilon}=2\varepsilon e^{-\frac{A}{1+X}}. \end{align}\tag{28}\] In fact, setting \(f(\varepsilon)=2\varepsilon e^{-\frac{A}{1+X}}\) and noting \(f(0^+)=0<\tilde{\varepsilon}\ll2 e^{-1}<2 e^{-\frac{1}{1+X}}=f(1),\) the choice of \(\varepsilon\) in 28 is guaranteed by intermediate value theorem. Then Theorem 2 directly yields Theorem 1 through a self-similar change of variables in subsection 2.1 and the following Lemma 1.
Lemma 1. Through the self-similar change of variables 195 , ?? holds under the assumptions in Theorem 1.
Proof. As mentioned before, through the self-similar change of variables 195 , 23 25 hold under the assumptions in Theorem 1. Take \(l=1+\theta+2m_1\) where \(m_1\) is any small positive constant. By 28 , for small \(\tilde{\varepsilon},\) \[\begin{align} \tilde{\varepsilon}^l=2^l\varepsilon^l e^{-\frac{A(1+\theta)}{1+X}}e^{-A\frac{2m_1}{1+X}}\leq 2^l\varepsilon^l e^{-A}e^{-Am_1}\leq \varepsilon^{10}e^{-A}, \end{align}\] where we have used \(\frac{2}{1+X}>1\) by 23 with \(\theta\) small and for any positive constants \(k\) and \(m_1\), \[\varepsilon^{-k}e^{-Am_1}\rightarrow 0\quad \text{ as}\quad \varepsilon\rightarrow0,\] since \(A\) is \(\varepsilon\) to some negative power. Then 26 implies \[\begin{align} \begin{aligned} &\|(\partial_zu_{bd},\partial_zv_{bd}) -(\partial_zu_B,\partial_zv_B)\|_{W_{x,y}^{2,\infty}(\{x=0\}\cup\{y=0\}\cup\{z=0\}\cap\partial \Omega)}\\ \leq& \varepsilon^9 e^{-A}[z\chi +e^{-\frac{3}{2} \mu z^2}(1-\chi)], \end{aligned} \end{align}\]by 28 and noting \(A\) is \(\varepsilon\) to some negative power. Note by 23 , \[\begin{align} e^{-A}\leq e^{-\frac{A}{x+1}}. \end{align}\] Then by 27 and 26 , for \(z\) large, \[\begin{align} |u_{bd}-u_B|\leq &\int_z^{+\infty} |\partial_z u_{bd}-\partial_z u_B|dz' \leq \varepsilon^9e^{-\frac{A}{x+1}} C\int_z^{+\infty}e^{-\frac{3}{2}\mu z^2}dz' \leq \varepsilon^9e^{-\frac{A}{x+1}} Ce^{-\frac{3}{2}\mu z^2}. \end{align}\] Moreover, by \(u=v=0\) at \(z=0\) and compatibility, it holds \[\begin{align} \partial_{x,y} u=\partial_{x,y} v= \partial_{x,y}\partial_{x,y} u=\partial_{x,y}\partial_{x,y} v=0 \quad at\quad z=0. \end{align}\] Hence, 27 and 26 imply \[\begin{align} \label{20250703-rd-main}\|(u_{bd},v_{bd}) -(u_B,v_B)\|_{W_{x,y}^{2,\infty}}\leq \varepsilon^9 e^{-\frac{A}{x+1}}C[z^2\chi +e^{-\frac{3}{2}\mu z^2}(1-\chi)], \end{align}\tag{29}\] Combining 26 , 29 , 1 and compatibility, we have \[\begin{align} \label{20250703-rd-main-1}\|(u_{bd},v_{bd}) -(u_B,v_B)\|_{W_{z}^{3,\infty}}\leq \varepsilon^9 Ce^{-\frac{A}{x+1}}. \end{align}\tag{30}\] On the other hand, by \(u=v=0\) at \(z=0\) and \(w=-\int_0^z\,\partial_xu+\partial_y v\,dz'\), the solution \(u\) to 1 with 27 13 satisfies \[\partial_z^2 u=\partial_z^3 u=0\quad \text{at}\quad z=0,\] by compatibility. Combining with 26 and 30 , it holds \[\begin{align} |\partial_zu_{bd} -\partial_zu_B|\leq \varepsilon^9e^{-\frac{A}{x+1}}C [z^2\chi +e^{-\frac{3}{2}\mu z^2}(1-\chi)]. \end{align}\] In addition, 24 and 26 imply \[\partial_zu_{bd},\,\,\partial_zv_{bd}\gtrsim e^{-\frac{3}{2}\mu z^2},\quad z>0.\] In a similar way, we can obtain other inequalities in ?? from 26 . ◻
In this section, we first introduce the following four vector fields \[\begin{align} \label{26-03-08-def-der}\begin{aligned}&\nabla^{n-1}_{\xi}=\partial_x-\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z,\quad \nabla^{n-1}_{\eta}=\partial_y-\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\partial_z,\\ &\nabla^{n-1}_{\psi}=\frac{1}{u_{n-1}}\partial_z,\quad \nabla^{n-1}_{\tilde{\psi}}=\frac{1}{v_{n-1}}\partial_z.\end{aligned} \end{align}\tag{31}\] By straight calculation, we have \[\begin{align} \label{kh1}\begin{aligned}&\nabla^{n-1}_{\psi}=(1+\tilde{q}_{n-1})\nabla^{n-1}_{\tilde{\psi}},\\ &[\nabla^{n-1}_{\xi},\nabla^{n-1}_{\psi}]\\=&\nabla^{n-1}_{\xi}\nabla^{n-1}_{\psi}-\nabla^{n-1}_{\psi}\nabla^{n-1}_{\xi} \\=&\{\frac{1}{u_{n-1}}\partial^2_{xz}-\frac{\partial_{x}u_{n-1}}{u_{n-1}^2}\partial_{z} -\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}^2}\partial_z^2 +\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}^3}\partial_zu_{n-1}\partial_z\}\\ &-\{\frac{1}{u_{n-1}}\partial^2_{zx} -\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}^2}\partial_z^2 +(-\frac{\partial_{x}u_{n-1}}{u_{n-1}^2}+\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}^3}\partial_zu_{n-1})\partial_z\}\\ =&0,\end{aligned} \end{align}\tag{32}\] where \[\tilde{q}_{n-1}=\frac{q_{n-1}}{u_{n-1}}.\] In addition, we have \[\begin{align} \label{kh2}\begin{aligned} [\nabla^{n-1}_{\eta},\nabla^{n-1}_{\tilde{\psi}}]=&0,\\ \nabla^{n-1}_{\psi}\nabla^{n-1}_{\eta}=&(1+\tilde{q}_{n-1})\nabla^{n-1}_{\tilde{\psi}}\nabla^{n-1}_{\eta}\\ =&(1+\tilde{q}_{n-1})\nabla^{n-1}_{\eta}\nabla^{n-1}_{\tilde{\psi}}\\ =&(1+\tilde{q}_{n-1})\nabla^{n-1}_{\eta}(\frac{1}{1+\tilde{q}_{n-1}}\nabla^{n-1}_{\psi}) \\ =&\nabla^{n-1}_{\eta}\nabla^{n-1}_{\psi}-\frac{\nabla^{n-1}_{\eta}\tilde{q}_{n-1}}{1+\tilde{q}_{n-1}}\nabla^{n-1}_{\psi}, \end{aligned} \end{align}\tag{33}\] implying \[\begin{align} [\nabla^{n-1}_{\eta},\nabla^{n-1}_{\psi}]=\frac{\nabla^{n-1}_{\eta}\tilde{q}_{n-1}}{1+\tilde{q}_{n-1}}\nabla^{n-1}_{\psi} . \end{align}\] However, \[[\nabla^{n-1}_{\eta},\nabla^{n-1}_{\psi}],\quad[\nabla^{n-1}_{\xi},\nabla^{n-1}_{\eta}],\quad [\nabla^{n-1}_{\psi},\nabla^{n-1}_{\tilde{\psi}}]\neq 0\] in general unless \(u_{n-1}= v_{n-1} .\) In particular, \([\nabla^{n-1}_{\xi},\nabla^{n-1}_{\eta}]\) is a vector field in normal direction with respect to boundary which is a key quantity related to symmetry. For brevity, by denoting \(\nabla^{n-1}_{\xi}=\partial_x-G\partial_z\) and \(\nabla^{n-1}_{\eta}=\partial_y-F\partial_z\), we have \[\begin{align} \label{K}\begin{aligned} [\nabla^{n-1}_{\xi},\nabla^{n-1}_{\eta}]=&(\partial_yG-\partial_xF+G\partial_zF-F\partial_zG)\partial_z \\=&K_{n-1}\partial_z. \end{aligned} \end{align}\tag{34}\] For symmetric solutions with respect to \(x\) and \(y\), \(K_{n-1}\equiv0.\) For the perturbation of the symmetric profile, the smallness of \(K_{n-1}\) is important to obtain stability. For a better description of the perturbation, we give the notations for the following vector fields. Recall \(\bar{u}(x,y,z)=u_B(x,y,z+{\epsilon_0})\) and set \[\begin{align} &\nabla_{\tau_1}=\partial_x-\frac{\int_0^z \partial_{x}\bar{u}dz'}{\bar{u}}\partial_z,\quad \nabla_{\tau_2}=\partial_y-\frac{\int_0^z \partial_y\bar{u}dz'}{\bar{u}}\partial_z,\quad \nabla_{n}=\frac{1}{\bar{u}}\partial_z. \end{align}\] Note that \[\nabla_{\tau_1}\bar{u}=\nabla_{\tau_2}\bar{u},\quad [\nabla_{\tau_1},\nabla_{n}]=0.\] The growth rates of the smooth function \(\bar{u}\) and its derivatives will be used later with details given in Subsection 7.3 in the Appendix. The difference between vector fields \(\nabla_\psi^{n-1}, \nabla_n\) and \(\nabla_\xi^{n-1}, \nabla_\eta^{n-1}, \nabla_{\tau_1},\nabla_{\tau_2}\) will be given in Subsection 7.7 which yields the growth estimates of the remainders in the equations satisfied by \(u_n-\bar{u}\) and its derivatives.
For brevity, we will use \(\tilde{q},K,\) \(\nabla_\xi, \nabla_\eta,\nabla_\psi\) to denote \(\tilde{q}_{n-1},K_{n-1},\) \(\nabla^{n-1}_\xi, \nabla^{n-1}_\eta,\nabla^{n-1}_\psi\) respectively in the following discussion.
The relation of the vector field derivatives and the derivatives in original coordinates is given as follows. \[\begin{align} \label{rlt}\begin{aligned}&\partial_xf=\nabla _{\xi} f+\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_zf,\\ &\partial_yf=\nabla _{\eta} f+ \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\partial_zf,\\ &\partial_zf=u_{n-1}\nabla _{\psi}f,\\ &\partial_z\partial_xf=\partial_z\nabla _{\xi} f+\partial_z(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})\partial_zf+\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z^2f,\\ &\partial_z\partial_yf=\partial_z\nabla _{\eta} f+\partial_z( \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}})\partial_zf+ \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\partial_z^2f.\end{aligned} \end{align}\tag{35}\]
In this subsection, we derive the expressions of commutator \(K\) and its derivative \(\partial_z K\). Suppose that \(f\) is a smooth function. With details given in Subsection 7.4 in the Appendix, \(K\) satisfies \[\begin{align} \label{0429-25}\begin{aligned} K\partial_z(-u_{n-1}\nabla_{\psi}^2f)= &- u_{n-1}\nabla_{\psi}^2(K\partial_zf)\\&- (\nabla_{\xi} \nabla_{\eta}u_{n-1}-\nabla_{\eta}\nabla_{\xi} u_{n-1})\nabla_{\psi}^2f \\ &-2u_{n-1}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\,\,\nabla_{\psi}^2f -u_{n-1}\big(\nabla_{\psi}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\big)\nabla_{\psi}f .\end{aligned} \end{align}\tag{36}\]
We will use the following function \[\begin{align} \label{psi0125} \psi_{n-1}(x,y,z)=\int_0^z u_{n-1}(x,y,z')dz'. \end{align}\tag{37}\] Note that \(\psi_{n-1}\) is an increasing function with respect to \(z\) since \(u_{n-1}>0\) for \(z>0\) by induction assumption 44 . In particular, \[\nabla_\psi \psi_{n-1}=\frac{1}{u_{n-1}}\partial_z\int_0^z u_{n-1}dz'=1,\quad \nabla_\psi^2 \psi_{n-1}=0,\quad \nabla_\xi \psi_{n-1}=0,\] and \[\begin{align} \nabla_{\xi}\nabla_{\eta}\psi_{n-1} -\nabla_{\eta} \nabla_{\xi}\psi_{n-1} =K\partial_z\psi_{n-1}= Ku_{n-1}. \end{align}\] Hence, by replacing \(f\) by \(\psi_{n-1}\) in 36 , we have \[\begin{align} \label{3467}\begin{aligned} \partial_z\nabla_{\psi}(Ku_{n-1}) =u_{n-1}\nabla_{\psi}^2(Ku_{n-1})= -u_{n-1}\big(\nabla_{\psi}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\big) =-\partial_z\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}) .\end{aligned} \end{align}\tag{38}\] By 34 , there exists a function \(K_{\infty}(x,y)\) such that \[\begin{align} \begin{aligned} K=&(\partial_yG-\partial_xF+G\partial_zF-F\partial_zG) \\ \rightarrow& K_\infty(x,y),\quad z\rightarrow +\infty, \end{aligned} \end{align}\]with \(G=\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}}\) and \(F=\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\), where we have used the fact that \(G, F, \partial_yG, \partial_xF\) are convergent as \(z\) goes to infinity by the decay assumption of \(\partial_{xy}^2u_{n-1},\partial_{xy}^2v_{n-1}, \partial_{x}u_{n-1}, \partial_{y}v_{n-1}.\) Then \(K u_{n-1}\rightarrow K_{\infty}(x,y)\) as \(z\rightarrow+\infty\) implies \(\partial_z(K u_{n-1})\rightarrow 0\) as \(z\rightarrow+\infty\). Hence \[\begin{align} -\nabla_{\psi}(Ku_{n-1})=\int_z^{+\infty} \partial_z\nabla_{\psi}(Ku_{n-1})dz'=-\int_z^{+\infty} \partial_z\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})dz' =\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}). \end{align}\] Thus, \[\begin{align} -\frac{1}{u_{n-1}}\partial_z (Ku_{n-1})=\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}), \end{align}\] implies that \[\begin{align} \label{dzk} \partial_z K=-\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}) - K\frac{\partial_zu_{n-1}}{u_{n-1}}, \end{align}\tag{39}\] and \[\begin{align} \label{yq} Ku_{n-1}&=\int_0^{z} \partial_z (Ku_{n-1})dz'= \int_0^{z} - u_{n-1}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})dz', \end{align}\tag{40}\] because \(K=0\) at \(z=0\) by the definition of \(K\) in 34 . Moreover, by the induction assumption 44 in Subsection 3.2 and estimates of derivatives of \(\tilde{q}\) in 55 , we have \[\begin{align} \label{Ksmallinfty} |K|\leq \varepsilon^2e^{-\frac{A}{x+1}} C_2, \end{align}\tag{41}\] and \[\begin{align} \label{dzKsmallinfty} |\partial_z K|\leq\frac{ \varepsilon^2 C}{u_{n-1}}\phi_{1,0}, \end{align}\tag{42}\] where \[\label{phi3}\phi_{1,0}= \left\{ \begin{align} e^{-\frac{A}{x+1}},\quad & 0\leq \frac{z+{\epsilon_0}}{\sqrt{x+1}}\leq N,\\ e^{-\frac{A}{x+1}}e^{N^2\mu}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\quad\quad & \frac{z+{\epsilon_0}}{\sqrt{x+1}}\geq N . \end{align}\right.\\\tag{43}\]
We will apply an induction on \(n\in\mathbf{N}\). Recall \[u_0=v_0=\bar{u}=u_B(x,y,z+{\epsilon_0}).\] Assume for \(n\geq 1,\) \(u_{k}\) and \(v_{k},\) \(k=0,1,\cdots,n-1,\) satisfy \[\begin{align} \label{n-1assumption}\begin{aligned} &|u_{k}-\bar{u}|,\,|v_{k}-\bar{u}|\leq\varepsilon^6 \phi_{1,1+2\alpha},\\ & |\partial_zu_{k}-\partial_z\bar{u}|,\,|\partial_zv_{k}-\partial_z\bar{u}|\leq \varepsilon^5 \phi_{1,\alpha} ,\\&|\partial_{x,y}u_{k}-\partial_{x}\bar{u}|,\,|\partial_{x,y}v_{k}-\partial_{x}\bar{u}|\leq \varepsilon^2 \phi_{1,1}, \\& |\partial_z\partial_{x,y}u_{k}-\partial_z\partial_{x}\bar{u}|,\,|\partial_z\partial_{x,y}v_{k}-\partial_z\partial_{x}\bar{u}|\leq \varepsilon^2 \phi_{1,\alpha},\quad \\&|\partial_{x,y}\partial_{x,y}u_{k}-\partial_{x}^2\bar{u}|,\, |\partial_{x,y}\partial_{x,y}v_{k}-\partial_{x}^2\bar{u}|\leq\varepsilon^2 \phi_{1,\frac{\alpha}{2}},\\ &|\partial_{z}^2u_{k}-\partial_{z}^2\bar{u}|\leq \frac{\varepsilon e^{-\frac{A}{x+1}}}{1+\frac{\alpha}{7}}\min\{1,(z+\min_{[0,X]\times[0,Y]}\frac{\bar{u}(x,y,0)}{\partial_z\bar{u}(x,y,0)})^\alpha\} ,\\ &\partial_{z}u_{k},\,\,\partial_{z}v_{k}\geq c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}, \end{aligned} \end{align}\tag{44}\] in \(\Omega\) for some small positive constants \(c_0<\min\{\min_{[0,X]\times[0,Y]\times[0,2]}\partial_zu_B,\frac{1}{10}e^{\frac{3}{2}\mu (z+\epsilon_0)^2}\partial_zu_B\},\) \(\delta\leq \frac{1}{3},\) \(\mu\), \(\frac{1}{N}\) and \(\alpha\) independent of \(\varepsilon\) and a large constant \(A>C\varepsilon^{-\frac{6}{\alpha}}\). Recall \(\phi_{1,0}\) in 43 and set for \(\beta\in(0,1+2\alpha],\) \[\label{phi1}\phi_{1,\beta}= \left\{ \begin{align} e^{-\frac{A}{x+1}}(\frac{z+{\epsilon_0}}{\sqrt{x+1}})^\beta,\quad & 0\leq \frac{z+{\epsilon_0}}{\sqrt{x+1}}\leq \delta,\\ e^{-\frac{A}{x+1}}\delta^{\beta},\quad & \delta\leq \frac{z+{\epsilon_0}}{\sqrt{x+1}}\leq N,\\ e^{-\frac{A}{x+1}}\delta^{\beta}e^{N^2\mu}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\quad\quad & \frac{z+{\epsilon_0}}{\sqrt{x+1}}\geq N . \end{align}\right.\\\tag{45}\] Through the equation 22 , the estimates of \[\begin{align} \partial_z^4 u_k,\quad \partial_z^4 v_k,\quad \partial_{x,y}\partial_z^2 u_k,\quad \partial_{x,y}\partial_z^2 v_k, \end{align}\] are derived from 44 .
Here are some remarks on 44 . The second to last inequality in 44 is natural, since by compatibility, the solution of 1 satisfies \[\begin{align} \partial_z^2 u=0\quad \text{on}\quad z=0. \end{align}\] Moreover, for the second to last inequality in 44 , we have \[\begin{align} \label{1119-1}\begin{aligned} |\partial_{z}^2u_{n-1}-\partial_{z}^2\bar{u}|\leq & \frac{\varepsilon e^{-\frac{A}{x+1}}}{1+\frac{\alpha}{7}}\min\{1,(z+\min_{[0,X]\times[0,Y]}\frac{\bar{u}(x,y,0)}{\partial_z\bar{u}(x,y,0)})^\alpha\} \\ \leq & \varepsilon e^{-\frac{A}{x+1}}\min\{1,(z+\epsilon_0)^\alpha\},\end{aligned} \end{align}\tag{46}\] and the detailed calculation is given in the Appendix. In addition, by 24 , 25 and 44 , for some positive constant \(C_0,\) it holds \[\begin{align} \label{positivelbu} 0<c_0\leq \partial_z u_{n-1}, \partial_z v_{n-1}\leq C_0 \quad \text{in}\quad\Omega\cap\{z\leq 1\}, \end{align}\tag{47}\] and for \(z\) large, \[\begin{align} c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}\leq\partial_z u_{n-1}, \partial_z v_{n-1} \leq C_0 e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}\quad \text{in}\quad\Omega. \end{align}\] Next, we derive the estimates of vector field derivatives based on 44 .
Lemma 2. Under the assumption in 44 , it holds that \[\begin{align} |\partial_z\nabla_{\eta,\xi}(u_{n-1}-\bar{u})|\leq\varepsilon^2 C\phi_{1,\alpha},\,\, |\nabla_{\eta,\xi}\nabla_{\eta,\xi}(u_{n-1}-\bar{u})|\leq\varepsilon^2 C\phi_{1,\frac{\alpha}{2}}\quad \text{in}\quad \Omega, \end{align}\]where \(\nabla_{\eta,\xi}\) stands for \(\nabla_{\eta}\) or \(\nabla_{\xi}\).
Proof. If \(n=1\), then \(u_{n-1}=u_0=\bar{u}\) and the result holds. Now we consider \(n\geq 2.\)
By 44 , the growth rates of \(\bar{u}\) and its derivatives in Subsection 7.3, 227 and 35 , we have \[\begin{align} \label{250416commongr}\begin{aligned} &| \frac{\int_0^z \partial_{xy}^2u_{n-1}dz'}{u_{n-1}}|\leq C\bar{u}^{\frac{\alpha}{2}}, \quad|\partial_z( \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}})|\leq C, \\& |\frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}|\leq C\bar{u}\quad\text{in}\quad\Omega.\end{aligned} \end{align}\tag{48}\] and \[\begin{align} \label{250416-nabla1}\begin{aligned} | \nabla_{\xi}^{n-2}u_{n-1}-\nabla_{\tau_1}\bar{u}|=&|\nabla_{\xi}^{n-2}(u_{n-1}-\bar{u}) +(\nabla_{\xi}^{n-2}-\nabla_{\tau_1})\bar{u}|\leq \varepsilon^2C\phi_{1,1},\\ | \nabla_{\eta}^{n-2}u_{n-1}-\nabla_{\tau_1}\bar{u}|=& | \nabla_{\eta}^{n-2}u_{n-1}-\nabla_{\tau_2}\bar{u}|\leq \varepsilon^2C\phi_{1,1}. \end{aligned} \end{align}\tag{49}\] Here we recall the definition of \(\nabla_{\xi}^{n-2},\) \(\nabla_{\eta}^{n-2}\) in 31 and \[\nabla_{\xi}^{0}=\nabla_{\tau_1}, \nabla_{\eta}^{0}=\nabla_{\tau_2}.\]
Step 1 We will prove \[\begin{align} \label{250416-zz} |\partial_z^2(u_{n-1}-\bar{u})|\leq \varepsilon^{2}C\frac{1}{\bar{u}} \phi_{1,\alpha}\quad\text{in}\quad \Omega. \end{align}\tag{50}\]
By 22 , we have \[\begin{align} \begin{aligned} \partial_{z}^2u_{n-1}= &[u_{n-2}(\nabla_{\xi}^{n-2} u_{n-1} +(1+\tilde{q}_{n-2})\nabla_{\eta}^{n-2} u_{n-1} )-\partial_{z}u_{n-1} \partial_{z}(\frac{u_{n-1}}{u_{n-2}} )]\frac{u_{n-2}}{u_{n-1}},\\ \partial_{z}^2\bar{u}= &2\bar{u}\nabla_{\tau_1} \bar{u} \quad \text{in}\quad \Omega. \end{aligned} \end{align}\] Note by 44 , it holds \[\begin{align} \begin{aligned} |\partial_z (\frac{ u_{n-1}}{u_{n-2}})|=&|\partial_z (\frac{ u_{n-1}-u_{n-2}}{u_{n-2}})|\\ \leq &\frac{ |\partial_z u_{n-1}-\partial_zu_{n-2}|}{u_{n-2}}+\frac{\partial_zu_{n-2}|u_{n-2}-u_{n-1}|}{u_{n-2}^2} \\ \leq& C\varepsilon^{5}\frac{1}{u_{n-2}} \phi_{1,\alpha}\quad\text{in}\quad \Omega.\end{aligned} \end{align}\] Moreover, combining 49 , we complete the proof of 50 .
Step 2 We will prove \[\begin{align} \label{250416-znabla1} | \partial_z\nabla _{\eta,\xi} (u_{n-1}-\bar{u})|\leq \varepsilon^2 C\phi_{1,\alpha}\quad \text{in}\quad \Omega. \end{align}\tag{51}\] By 35 , we have \[\begin{align} \partial_z\nabla _{\eta} (u_{n-1}-\bar{u})= & \partial_z\partial_y(u_{n-1}-\bar{u})-\partial_z( \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}})\partial_z(u_{n-1}-\bar{u}) \\&- \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\partial_z^2(u_{n-1}-\bar{u}). \end{align}\] Then by 48 and 50 , we prove \[\begin{align} | \partial_z\nabla _{\eta} (u_{n-1}-\bar{u})|\leq \varepsilon^2 C\phi_{1,\alpha}\quad \text{in}\quad \Omega. \end{align}\] Similarly, we can prove \(| \partial_z\nabla _{\xi} (u_{n-1}-\bar{u})|\leq \varepsilon^2 C\phi_{1,\alpha}\) in \(\Omega.\) Then we complete the proof of 51 .
Step 3 We will prove \[\begin{align} \label{250416-nabla22} | \nabla _{\eta}\nabla _{\xi} (u_{n-1}-\bar{u})|\leq \varepsilon^2 C\phi_{1,\frac{\alpha}{2}}\quad \text{in}\quad \Omega. \end{align}\tag{52}\] By 35 , we have \[\begin{align} \begin{aligned} \nabla _{\eta} \nabla _{\xi}(u_{n-1}-\bar{u})=&\partial_{yx}^2(u_{n-1}-\bar{u})- \frac{\int_0^z \partial_{xy}^2u_{n-1}dz'}{u_{n-1}}\partial_z (u_{n-1}-\bar{u}) \\&+ \frac{\partial_yu_{n-1}\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}^2}\partial_z (u_{n-1}-\bar{u}) \\&- \frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_{zy}^2 (u_{n-1}-\bar{u}) - \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\partial_z\nabla _{\xi}(u_{n-1}-\bar{u}) \end{aligned} \end{align}\] Then by 44 , 48 and 51 , we complete the proof of 52 . The rest inequalities in this lemma can be proved similarly and then we skip the details. ◻
44 and Lemma 2 imply for some positive constant \(C,\) \[\begin{align} \label{assumpn}\begin{aligned} &|q_{n-1}|\leq\varepsilon^6 C\phi_{1,1+2\alpha},\quad |\partial_zq_{n-1}|\leq \varepsilon^5C \phi_{1,\alpha}, \\& |\partial_z\nabla_{\eta,\xi}q_{n-1}|\leq\varepsilon^2 C\phi_{1,\alpha},\quad |\nabla_{\eta,\xi}\nabla_{\eta,\xi}q_{n-1}|\leq\varepsilon^2 C\phi_{1,\frac{\alpha}{2}},\\ &|u_{n-1}|+|v_{n-1}|\leq C ,\quad |\partial_zu_{n-1}|+|\partial_zv_{n-1}|\leq C e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu} ,\\& |\nabla_{\eta,\xi}u_{n-1}|\leq C\min\{z+{\epsilon_0},1\}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}, \quad |\partial_z\nabla_{\eta,\xi}u_{n-1}|\leq Ce^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}, \\& |\nabla_{\eta,\xi}\nabla_{\eta,\xi}u_{n-1}|+|\nabla_{\eta,\xi}\nabla_{\eta,\xi}v_{n-1}|\leq C \min\{(z+{\epsilon_0})^{\frac{\alpha}{2}},1\}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}, \end{aligned} \end{align}\tag{53}\] in \(\Omega\). In particular, by the boundary data on \(z=0\) and \(|\partial_z\nabla_{\eta,\xi}q_{n-1}|\leq\varepsilon^2 C\phi_{1,\alpha}\), we have \[\begin{align} \label{0221qn-1} |\nabla_{\eta,\xi}q_{n-1}|\leq\varepsilon^2 C\phi_{1,1+\alpha},\quad \text{in}\quad \Omega. \end{align}\tag{54}\] Thus we have the following estimates of vector field derivatives of \(\tilde{q},\) \[\begin{align} \label{tildq0221}\begin{aligned} |\nabla_{\eta,\xi}\tilde{q}|=&|\nabla_{\eta,\xi}(\frac{q_{n-1}}{u_{n-1}})| =|\frac{1}{u_{n-1}}\nabla_{\eta,\xi}q_{n-1}-\nabla_{\eta,\xi}u_{n-1}\frac{q_{n-1}}{u_{n-1}^2}|\leq\varepsilon^2 C\phi_{1,\alpha},\\ |\nabla_{\eta,\xi}\nabla_{\eta,\xi}\tilde{q}|=&|-\frac{\nabla_{\eta,\xi}u_{n-1}}{u_{n-1}^2}\nabla_{\eta,\xi}q_{n-1}+\frac{1}{u_{n-1}}\nabla_{\eta,\xi}\nabla_{\eta,\xi}q_{n-1} -\nabla_{\eta,\xi}\nabla_{\eta,\xi}u_{n-1}\frac{q_{n-1}}{u_{n-1}^2} \\&-\frac{\nabla_{\eta,\xi}u_{n-1}}{u_{n-1}}\nabla_{\eta,\xi}\tilde{q}+\frac{\nabla_{\eta,\xi}u_{n-1}\nabla_{\eta,\xi}u_{n-1}}{u_{n-1}^2}\tilde{q}| \\ \leq&\varepsilon^2 C\frac{1}{u_{n-1}}\phi_{1,\frac{\alpha}{2}}\quad \quad \text{in}\quad \Omega.\end{aligned} \end{align}\tag{55}\]
To complete the induction, we will show that \(u_{n}\) and \(v_{n}\) satisfy \[\begin{align} \label{assumpn-2}\begin{aligned} &|u_{n}-\bar{u}|,\,|v_{n}-\bar{u}|\leq d_0\varepsilon^6 \phi_{1,1+2\alpha},\\& |\partial_zu_{n}-\partial_z\bar{u}|,\,|\partial_zv_{n}-\partial_z\bar{u}|\leq d_0\varepsilon^5 \phi_{1,\alpha},\\& |\nabla_{\eta,\xi}u_{n}-\nabla_{\tau_1}\bar{u}|,\,|\nabla_{\eta,\xi}v_{n}-\nabla_{\tau_1}\bar{u}|\leq d_0\varepsilon^2 \phi_{1,1}, \\& |\partial_z\nabla_{\eta,\xi}u_{n}-\partial_z\nabla_{\tau_1}\bar{u}|,\,|\partial_z\nabla_{\eta,\xi}v_{n}-\partial_z\nabla_{\tau_1}\bar{u}|\leq d_0\varepsilon^2 \phi_{1,\alpha},\quad \\&|\nabla_{\eta,\xi}\nabla_{\eta,\xi}u_{n}-\nabla_{\tau_1}^2\bar{u}|,\, |\nabla_{\eta,\xi}\nabla_{\eta,\xi}v_{n}-\nabla_{\tau_1}^2\bar{u}|\leq d_0\varepsilon^2 \phi_{1,\frac{\alpha}{2}}, \\&|\partial_{z}^2u_{n}-\partial_{z}^2\bar{u}|\leq \frac{\varepsilon e^{-\frac{A}{x+1}}}{1+\frac{\alpha}{7}}\min\{1,(z+\min_{[0,X]\times[0,Y]}\frac{\bar{u}(x,y,0)}{\partial_z\bar{u}(x,y,0)})^\alpha\} ,\\ &\partial_{z}u_{n},\,\,\partial_{z}v_{n}\geq c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}, \end{aligned} \end{align}\tag{56}\] for some positive constant \(d_0\ll 1\) independent of \(\varepsilon\) and \(\varepsilon\ll d_0\) in \(\Omega\), which implies 44 with \(n-1\) replaced by \(n\) through the transformation formulas in 35 . ( Refer to Theorem 18 in Subsection 7.5 in the Appendix for detailed calculation of transformation.)
To prove 56 , we will employ a bootstrap argument as follows.
If 56 holds in \(\Omega\), then it is proved. Otherwise, there exists a maximum \(Y^*\in(0,Y)\) such that \[\begin{align} \label{defy} Y^*=\max \{y_0\in[0,Y]|\eqref{assumpn-2}\,\, \text{holds}\,\, \text{in}\,\,\{0\leq y\leq y_0\} \cap\Omega\}, \end{align}\tag{57}\] by the boundary condition. To be rigorous, we will add \(-\gamma\) and \(\gamma\) to the right hand side of the last inequality and other inequalities in 56 respectively with \(0<\gamma \ll\epsilon^5_0 e^{-A}\) so that \(Y^*\) is well-defined and finally let \(\gamma\) go to \(0\) as in the proof of Theorem 12. Here, we write it in this form just for brevity. We will prove the inequalities in 56 hold in \(\Omega\cap\{0\leq y \leq Y^*\}\) with \(d_0\) replaced by a constant strictly smaller than \(d_0\) in the first 5 lines and \(\frac{\varepsilon}{1+\frac{\alpha}{7}} , c_0\) replaced by \(\frac{\varepsilon}{1+\frac{2\alpha}{13}} , 2c_0\) respectively in the last two lines. Then there is no \(Y^*\in(0,Y)\) satisfying 57 . Hence, 56 holds in \(\Omega\).
In the following, we present the estimates of \(u_n\) and its derivatives, since the analysis on \(v_n\) and its derivatives is the same.
For the function \(\psi_{n-1}\) defined in 37 , we have \[\begin{align} \label{psin-1}\begin{aligned} \nabla_\psi \psi_{n-1}=&\frac{1}{u_{n-1}}\partial_z\int_0^z u_{n-1}(x,y,z')dz'=1,\quad \nabla_\psi^2 \psi_{n-1}=0,\\ -\nabla_\psi^2 \psi_{n-1}^\beta=&-\beta\nabla_\psi( \psi_{n-1}^{\beta-1})=-\beta(\beta-1)\psi_{n-1}^{\beta-2},\\ \nabla_{\xi}\psi_{n-1}=&\int_0^z \partial_xu_{n-1}dz'-\int_0^z \partial_{x}u_{n-1}dz'=0, \\ \nabla_{\eta}\psi_{n-1}=&\int_0^z \partial_yu_{n-1}dz'-\frac{u_{n-1}\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\\ =&\int_0^z \partial_yu_{n-1}dz'-\frac{\int_0^z \partial_yu_{n-1}+ \partial_yq_{n-1}dz'}{1+\tilde{q}} \\ =&\frac{\tilde{q}}{1+\tilde{q}}\int_0^z \partial_yu_{n-1}dz'-\frac{ \int_0^z \partial_yq_{n-1}dz'}{1+\tilde{q}},\end{aligned} \end{align}\tag{58}\] where \(|\int_0^z \partial_yq_{n-1}dz'|, |\tilde{q}|\ll \varepsilon\) in \(\Omega\) by 44 . Hence, for \(\beta\in \mathbf{R}_+,\) \[\begin{align} \label{4462}\begin{aligned} &\nabla_\xi \psi_{n-1}^\beta +(1+\tilde{q})\nabla_{\eta} \psi_{n-1}^\beta+b\nabla_{\psi}\psi_{n-1}^\beta-u_{n}\nabla_{\psi}^2\psi_{n-1}^\beta +c \psi_{n-1}^\beta \\ =&\beta(\tilde{q}\int_0^z \partial_yu_{n-1}dz'- \int_0^z \partial_yq_{n-1}dz'+b)\psi_{n-1}^{\beta-1}-\beta(\beta-1)u_{n}\psi_{n-1}^{\beta-2} +c \psi_{n-1}^\beta. \end{aligned} \end{align}\tag{59}\] Note that \(u_{n-1}\psi_{n-1}^{\beta-2}\geq \lambda_0 \psi_{n-1}^{\beta-\frac{3}{2}}\) for some positive constant \(\lambda_0\) when \(z\ll1\). If \(b\) and \(c\) are bounded functions, then for small \(z\) such that \[\psi_{n-1}\leq \delta\] with \(\delta\) depending on \(\|b\|_{L^\infty((0,X]\times(0,Y]\times(0,\infty))}\) and \(\|c\|_{L^\infty((0,X]\times(0,Y]\times(0,\infty))}\), we have the following two inequalities. For \(\beta\in(0,1)\), there exists a positive constant \(\lambda_1\) such that \[\begin{align} \label{psin-1x1}\begin{aligned} \nabla_\xi \psi_{n-1}^\beta +(1+\tilde{q})\nabla_{\eta} \psi_{n-1}^\beta+b\nabla_{\psi}\psi_{n-1}^\beta-u_{n}\nabla_{\psi}^2\psi_{n-1}^\beta +c \psi_{n-1}^\beta\geq \lambda_1 \psi_{n-1}^{\beta-\frac{3}{2}}>0, \quad \psi_{n-1}\leq \delta,\end{aligned} \end{align}\tag{60}\] and for \(\beta\in(1,+\infty)\), there exists a positive constant \(\lambda_2\) such that \[\begin{align} \label{psin-1x1-alphabig}\begin{aligned} \nabla_\xi \psi_{n-1}^\beta +(1+\tilde{q})\nabla_{\eta} \psi_{n-1}^\beta+b\nabla_{\psi}\psi_{n-1}^\beta-u_{n}\nabla_{\psi}^2\psi_{n-1}^\beta +c \psi_{n-1}^\beta\leq -\lambda_2 \psi_{n-1}^{\beta-\frac{3}{2}}<0,\quad \psi_{n-1}\leq \delta.\end{aligned} \end{align}\tag{61}\] On the other hand, for \(\psi_{n-1}\geq \delta\), by 44 , we have \[\begin{align} \label{psin-1x2}\begin{aligned} |(1+\tilde{q})\nabla_{\eta}\psi_{n-1}^{\beta}+b\nabla_{\psi}\psi_{n-1}^{\beta}| = &|\beta(\tilde{q}\int_0^z \partial_yu_{n-1}dz'- \int_0^z \partial_yq_{n-1}dz'+b) \psi_{n-1}^{\beta-1}|\\ \leq &\beta( \frac{1+\|b\|_{L^\infty((0,X]\times(0,Y]\times(0,\infty))}}{\delta})\psi_{n-1}^{\beta} ,\quad \psi_{n-1}\geq \delta.\end{aligned} \end{align}\tag{62}\]
With these estimates, we will prove the following two maximum principles.
Lemma 3 (Maximum Principle in bounded domain). For any positive constant \(z_0,\) assume \(f\in C^2\big((0,X]\times(0,Y]\times(0,z_0)\big)\cap C\big([0,X]\times[0,Y]\times[0,z_0]\big).\) If \(f\leq 0\) on \([0,X]\times[0,Y]\times\{z=0,z_0\}\cup\{x=0\}\times[0,Y]\times[0,z_0]\cup[0,X]\times\{y=0\}\times[0,z_0],\) and \[\begin{align} \label{bdmax} Lf\leq0 \quad\text{in}\quad(0,X]\times(0,Y]\times(0,z_0), \end{align}\qquad{(5)}\] where \(L f=\nabla_\xi f +(1+\tilde{q})\nabla_{\eta} f+b\nabla_{\psi}f-u_{n}\nabla_{\psi}^2f +cf\), \(1+\tilde{q}>0\) and \(b\) and \(c\) are bounded functions, then \(f\leq 0\) in \([0,X]\times[0,Y]\times[0,z_0].\)
Proof. Set \[G=fe^{-Bx},\] where \[\begin{align} \label{largeB} B>\|c\|_{L^\infty((0,X]\times(0,Y]\times(0,z_0))}. \end{align}\tag{63}\]
By the assumption, \(G\leq 0\) on the boundary \(\big(\{x=0\}\cup\{y=0\}\cup\{z=0,z_0\}\big)\cap [0,X]\times[0,Y]\times[0,z_0].\) Hence, \(G\) does not attain a positive maximum on the boundary.
We now prove \(G\) does not attain any positive maximum in the interior \((0,X]\times(0,Y]\times(0,z_0)\) by contradiction. If \(G\) attains its positive maximum at some interior point \(p\in (0,X]\times(0,Y]\times(0,z_0),\) then \[\begin{align} \label{fp} f(p)>0, \end{align}\tag{64}\] and \(\partial_zG(p)=0, \partial_xG(p)\geq0, \partial_yG(p)\geq0\) and \(\partial_z^2G(p)\leq0.\) Hence \[\begin{align} \label{xzx}\begin{aligned} \nabla_\eta G(p)\geq&0,\quad \nabla_\xi G(p)\geq0,\quad \nabla_{\psi}G(p)=0, \\ \nabla_{\psi}^2G=&\frac{1}{u_{n-1}}\partial_z(\frac{1}{u_{n-1}}\partial_zG) =\frac{1}{u_{n-1}}( \frac{1}{u_{n-1}}\partial_z^2G- \frac{\partial_zu_{n-1}}{u_{n-1}^2}\partial_zG) \leq0\quad \text{at}\quad p,\end{aligned} \end{align}\tag{65}\] which implies that \[LG-cG\geq 0\quad \text{at} \quad p.\] However, by 63 and 64 , \[\begin{align} LG-cG=e^{-Bx}Lf+(-B-c)e^{-Bx}f<0\quad \text{at} \quad p, \end{align}\] which leads to a contradiction. Therefore, \(G\leq 0\) in \([0,X]\times[0,Y]\times[0,z_0]\), so is \(f.\) ◻
Lemma 4 (Maximum Principle in unbounded domain). If \(f\leq M\) for some positive constant \(M,\) \(f\leq 0\) on \([0,X]\times[0,Y]\times\{z=0\}\cup\{x=0\}\times[0,Y]\times[0,+\infty)\cup[0,X]\times\{y=0\}\times[0,+\infty)\) and \[\begin{align} \label{maxassumpx} Lf\leq0 \quad\text{in}\quad(0,X]\times(0,Y]\times(0,\infty), \end{align}\qquad{(6)}\] where \(L f=\nabla_\xi f +(1+\tilde{q})\nabla_{\eta} f+b\nabla_{\psi}f-u_{n}\nabla_{\psi}^2f +cf\), 62 holds and \(b\) and \(c\) are bounded functions, then \(f\leq 0\) in \([0,X]\times[0,Y]\times[0,+\infty).\)
Remark 3. As the standard maximum principle for parabolic equation in bounded domains, there is no requirement on the sign of \(c.\)
Proof. Set \[\begin{align} \label{hatpsi} \hat{\psi}_{z}=\min_{(x,y)\in[0,X]\times[0,Y]}\psi_{n-1}(x,y,z), \quad z\in[0,+\infty), \end{align}\tag{66}\] where \(\psi_{n-1}\) is defined in 37 . Then \[\begin{align} \label{hpsitoinf} \hat{\psi}_{z}\rightarrow+\infty, \quad z\rightarrow+\infty, \end{align}\tag{67}\] because \[\begin{align} \lim_{z\rightarrow+\infty}u_{n-1}(x,y,z)= 1, \quad (x,y)\in[0,X]\times[0,Y]. \end{align}\]
For any \(z_1\in(0,+\infty)\) and any \(z_2\in(z_1,+\infty),\) by the definition 66 , \(\hat{\psi}_{z_2}\) is a constant such that \[0<\hat{\psi}_{z_2}\leq\psi_{n-1}(x,y,z_2),\quad (x,y)\in[0,X]\times[0,Y].\] Set \[\begin{align} G(x,y,z)=&f(x,y,z)-\frac{M\psi_{n-1}^\alpha(x,y,z)}{\hat{\psi}_{z_2}^\alpha}e^{Bx} \quad \text{in} \quad [0,X]\times[0,Y]\times[0,z_2], \end{align}\] where \(\alpha\in(0,1)\) and \(B\) is a large positive constant such that \[B>\|c\|_{L^{\infty}( [0,X]\times[0,Y]\times[0,+\infty))}+\frac{1+\|b\|_{L^\infty((0,X]\times(0,Y]\times(0,\infty))}}{\delta}.\] Then \(G\leq 0\) on \(\{z=0,z_2\}\cup\{x=0\}\cup\{y=0\}\) and by ?? , 59 , 60 and 62 , \[\begin{align} L G(x,y,z)<&Lf(x,y,z)+( \frac{1+\|b\|_{L^\infty((0,X]\times(0,Y]\times(0,\infty))}}{\delta}-c-B)\frac{M\psi_{n-1}^\alpha(x,y,z)}{\hat{\psi}_{z_2}^\alpha}e^{Bx} \\ < &0 \quad \text{in} \quad (0,X]\times(0,Y]\times[0,z_2]. \end{align}\] By Lemma 3, we have \(G\leq 0\) in \([0,X]\times[0,Y]\times[0,z_2].\) Hence \(f(x,y,z_1)\leq \frac{M\psi_{n-1}^{\alpha}(x,y,z_1)}{\hat{\psi}_{z_2}^\alpha}e^{Bx}.\) Letting \(z_2\rightarrow+\infty,\) we have \(f(x,y,z_1)\leq0\) by 67 . Finally, since \(z_1\) is arbitrary, we have \(f\leq 0\) in \([0,X]\times[0,Y]\times[0,+\infty).\) ◻
Corresponding to 17 and 20 , we denote \[\begin{align} \label{p10106}\begin{aligned} P_1w=&\nabla_\xi w +(1+\tilde{q})\nabla_{\eta}w -\nabla_{\psi}(u_{n}\nabla_{\psi}w)\\ =&\partial_x w +(1+\tilde{q})\partial_{y}w -\tilde{b}\partial_{z} w -\frac{u_{n}}{u_{n-1}^2}\partial_{z}^2w-\frac{1}{u_{n-1}}\partial_z(\frac{u_{n}}{u_{n-1}})\,\partial_{z} w ,\end{aligned} \end{align}\tag{68}\] and \[\begin{align} \label{p20106} P_2 w=&\nabla_\xi w +(1+\tilde{q})\nabla_{\eta} w-u_{n}\nabla_{\psi}^2w, \end{align}\tag{69}\] where \[\begin{align} \label{linemethodb} \tilde{b}=\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}+(1+\tilde{q})\frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}. \end{align}\tag{70}\] Note that \[\begin{align} \label{linemethodbsign} -C\leq \tilde{b}=\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}+(1+\tilde{q})\frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\leq C\min\{z,1\} \quad \text{in} \quad \Omega. \end{align}\tag{71}\] Now we give the barrier functions that match the maximum principle for the vector fields.
By 224 in Subsection 7.6 in the Appendix, we have for positive constants \(0<\alpha\ll1,\) \(0<\beta<1,\) there exist positive constants \(\delta_0\) and \(c_2\) independent of \(\varepsilon\) such that \[\begin{align} \label{1118-3}\begin{aligned} & P_1 \phi_{1,\alpha}\geq c_2(\frac{\alpha(1-\alpha)}{u_{n-1} (z+\epsilon_0)^2}+A)\phi_{1,\alpha},\,\, P_2 \phi_{2,\beta}\geq c_2(\beta(1-\beta)\psi_{n-1}^{-\frac{3}{2 } }+A)\phi_{2,\beta}, \\& P_2 \phi_{2,1}\geq c_2(\alpha\psi_{n-1}^{\alpha-\frac{3}{2 } }+A)\phi_{2,1} \quad \text{in} \quad(0,X]\times(0,Y^*]\times[0,\delta_0],\\ & P_1 \phi_{1,\alpha}\geq c_2A\phi_{1,0} , P_2 \phi_{2,\beta}, P_2\phi_{2,0}, P_2 \phi_{2,1}\geq c_2A\phi_{2,0} \\& \text{in} \quad(0,X]\times(0,Y^*]\times[0,+\infty)\setminus\{\text{ridges of the barrier functions}\}, \end{aligned} \end{align}\tag{72}\] where \(\phi_{1,\alpha}\) and \(\phi_{1,0}\) are defined in 43 and 45 , and for \(\beta\in[0,1),\) \[\label{phi2beta}\phi_{2,\beta}(x,y,z)= \left\{ \begin{align} e^{-\frac{A}{x+1}}(\frac{\psi_{n-1}(x,y,z )}{\sqrt{x+1}})^{\beta},\quad\quad & 0\leq\frac{\psi_{n-1}(x,y,z )}{\sqrt{x+1}}\leq \delta,\\ e^{-\frac{A}{x+1}}\delta^{\beta},\quad\quad & \delta\leq\frac{\psi_{n-1}(x,y,z )}{\sqrt{x+1}}\leq N ,\\ e^{-\frac{A}{x+1}}\delta^{\beta}e^{N^2\frac{9}{10}\mu}e^{-\frac{\psi_{n-1}^2(x,y,z )}{x+1}\frac{9}{10}\mu},\quad\quad & \frac{\psi_{n-1}(x,y,z )}{\sqrt{x+1}}\geq N , \end{align}\right.\\\tag{73}\] in particular, \[\label{phi20}\phi_{2,0}(x,y,z)= \left\{ \begin{align} e^{-\frac{A}{x+1}},\quad\quad & 0\leq\frac{\psi_{n-1}(x,y,z )}{\sqrt{x+1}}\leq N ,\\ e^{-\frac{A}{x+1}}e^{N^2\frac{9}{10}\mu}e^{-\frac{\psi_{n-1}^2(x,y,z )}{x+1}\frac{9}{10}\mu},\quad\quad & \frac{\psi_{n-1}(x,y,z )}{\sqrt{x+1}}\geq N , \end{align}\right.\\\tag{74}\] and for \(0<\alpha\ll1,\) \[\label{phi4}\phi_{2,1}= \left\{ \begin{align} e^{-\frac{A}{x+1}}(\psi_{n-1}-\psi_{n-1}^{1+\alpha}),\quad & 0\leq\psi_{n-1}(x,y,z)\leq \delta,\\ e^{-\frac{A}{x+1}}\delta(1-\delta^{\alpha}),\quad & \psi_{n-1}(x,y,z)\geq \delta. \end{align}\right.\\\tag{75}\] Here the positive constant \(\delta\leq \frac{1}{2}\) is independent of \(\varepsilon.\) We should pay attention on the growth rates in 72 near \(z=0\). In particular, \[\frac{1}{u_{n-1}}\sim\frac{1}{z+\epsilon_0},\,\,\frac{1}{\psi}\sim\frac{1}{z(z+\epsilon_0)} \quad\text{near}\quad z=0.\] The order of the growth rates is necessary to control the large terms with certain order in the equations resulted from the degeneracy of Prandtl equation at the boundary \(z=0\).
On the other hand, since \(\lim_{z\rightarrow+\infty}u_{n-1}=1\), \[\frac{\psi_{n-1}}{z}\rightarrow 1\quad \text{as} \quad z\rightarrow\infty,\] which characterizes the decay rates of \(\phi_{2,\beta}.\)
Although these barrier functions are not \(C^1,\) their left-hand derivatives with respect to \(z\), i.e. \(\partial_z^-\) are strictly bigger than their right-hand derivatives with respect to \(z\), i.e. \(\partial_z^+\) at the ridges so that certain extrema of auxiliary function cannot be attained at the ridges shown as follows.
Proposition 4. If a barrier function \(\phi\in C^{1}(\mathbf{R}_+\setminus \{z_0\})\) satisfies \[\begin{align} \label{26-04-26} \partial_z^-\phi>\partial_z^+\phi\quad \text{at}\quad z_0, \end{align}\qquad{(7)}\] where \(z_0\) is a positive constant, then for any function \(f\in C^{1}(\mathbf{R}_+)\), \(f-\phi\) cannot attain its maximum at \(z_0.\)
Proof. We employ a proof by contradiction. If \(f-\phi\) attains its maximum at \(z_0,\) then \[\begin{align} & \partial_z^+(f-\phi)=\lim_{t\rightarrow0^+}\frac{(f-\phi)|_{z=z_0+t}-(f-\phi)|_{z=z_0}}{t}\leq 0,\\ &\partial_z^-(f-\phi)=\lim_{t\rightarrow0^+}\frac{(f-\phi)|_{z=z_0-t}-(f-\phi)|_{z=z_0}}{-t}\geq 0. \end{align}\] Hence, \(\partial_z^-(f-\phi)\geq\partial_z^+(f-\phi)\) at \(z_0\), since \(f\in C^{1}(\mathbf{R}_+)\). then \(\partial_z^-\phi\leq\partial_z^+\phi\) at \(z_0,\) which contradicts to ?? . The proof is completed. ◻
Based on this observation, we can modify the proof and establish generalized maximum principles in terms of vector fields for barrier functions with ridges as shown in Example 1. cf. Serrin [7]. When we use these barrier functions, we will further divide \(\Omega\) into two domains \(\Omega_s=\{0\leq z\leq \delta_\varepsilon\}\cap\Omega\) and \(\Omega_b=\{ z\geq \delta_\varepsilon\}\cap\Omega\) where \(\delta_\varepsilon=\varepsilon^m\ll \delta\), \(m\in (0,+\infty)\). In particular, we take \(A>C\varepsilon^{-2m}\) to control the remainder in \(\Omega_b=\{ z\geq \delta_\varepsilon\}\cap\Omega.\)
Figure 1:
.
Figure 1
Here is a simple example for better explanation.
Example 1. If a smooth function \(f\) satisfies \(L_{simple} f\leq \phi_{2,0}\) in \(\Omega\), then \(f-\varepsilon^{6.5}\phi_{2,1}\) cannot attain its maximum in \(\Omega,\) where \(L_{simple}=\nabla_\xi -\nabla_{\psi}^2.\)
Proof. First, auxiliary function \(f-\varepsilon^{6.5}\phi_{2,1}\) cannot attain its maximum on the ridge \(\{\psi_{n-1}(x,y,z)=\delta\}\) by Proposition 4, since \(\partial_z^-\phi_{2,1}>\partial_z^+\phi_{2,1}\) at this ridge by noting \(\partial_z \psi_{n-1}=u_{n-1}\). Next, we claim \[\begin{align} L_{simple}(\varepsilon^{6.5}\phi_{2,1})> \phi_{2,0} \quad \text{in}\quad \Omega\setminus\{\psi_{n-1}(x,y,z)=\delta\}. \end{align}\] Then \(L_{simple}(f-\varepsilon^{6.5}\phi_{2,1})<0\) in \(\Omega\setminus\{\psi_{n-1}(x,y,z)=\delta\}.\) Hence, \(f-\varepsilon^{6.5}\phi_{2,1}\) cannot attain its maximum in \(\Omega\setminus\{\psi_{n-1}(x,y,z)=\delta\}\) by the same argument in the proof of the maximum principles in terms of vector fields.
We now prove the Claim as follows. See Figure 1. Take \[\begin{align} \Omega_s=&\{0\leq z\leq \varepsilon^m\}\cap\Omega\subset \{0\leq \psi_{n-1}(x,y,z)\leq \varepsilon^{2m}C\},\\ \Omega_b=&\{ z\geq \varepsilon^m\}\cap\Omega\subset \{ \psi_{n-1}(x,y,z)\geq \varepsilon^{2m}c\}, \end{align}\] where \(c\) and \(C\) are independent of \(\varepsilon.\) Then by the definition in 75 , we have \[L_{simple}\phi_{2,1}= \left\{ \begin{align}e^{-\frac{A}{x+1}}\alpha(1+\alpha)\psi_{n-1}^{\alpha-1}+ \frac{ A}{(1+x)^2}e^{-\frac{A}{x+1}}(\psi_{n-1}-\psi_{n-1}^{1+\alpha}),\quad & \psi_{n-1}(x,y,z)\leq \delta,\\ \frac{A}{(1+x)^2} e^{-\frac{A}{x+1}}\delta(1-\delta^{\alpha}),\quad & \psi_{n-1}(x,y,z)\geq \delta. \end{align}\right.\\\] Then \[\begin{align} L_{simple}(\varepsilon^{6.5}\phi_{2,1})> e^{-\frac{A}{x+1}} \quad \text{in}\quad \Omega_s \end{align}\] by taking \(m>\frac{6.5}{2(1-\alpha)}\) so that \(\varepsilon^{2m(1-\alpha)}<\varepsilon^{6.5}\) with \(\varepsilon\) being sufficiently small. Since for \(\delta\) small independent of \(\varepsilon,\) we have \[\psi_{n-1}-\psi_{n-1}^{1+\alpha}\geq \frac{1}{2}\psi_{n-1}\quad \text{for} \quad \psi_{n-1}(x,y,z)\leq \delta,\] for \(A\geq C\varepsilon^{-2m-6.5}\) with \(C\) being independent of \(\varepsilon,\) we have \[\begin{align} L_{simple}(\varepsilon^{6.5}\phi_{2,1})\geq \varepsilon^{6.5} \frac{A}{(x+1)^2}e^{-\frac{A}{x+1}}\frac{c}{2} \varepsilon^{2m}> \phi_{2,0} \quad \text{in} \quad\Omega_b\setminus\{\psi_{n-1}(x,y,z)=\delta\}. \end{align}\] ◻
In this section, from time to time we use \(w_n\) to stand for \(u_n\) in order to have a better presentation of some equations. Since the methods for estimating \(u_n, v_n\) and their derivatives are the same, we only present the estimation on \(u_n\) and its derivatives.
It holds that \[\begin{align} \label{qn0}\begin{aligned} P_1 w_n= \nabla_{\xi} w_n +(1+\tilde{q})\nabla_{\eta}w_n -\nabla_{\psi}(u_{n}\nabla_{\psi}w_n) =0 .\end{aligned} \end{align}\tag{76}\] Then \[\begin{align} \label{dpsi3un}\begin{aligned} \frac{1}{u_n }(\nabla_{\xi} u_n +(1+\tilde{q})\nabla_{\eta}u_n -(\nabla_{\psi}u_{n})^2) =&\nabla_{\psi}^2u_{n},\\ \nabla_{\psi}\big(\frac{1}{u_n }(\nabla_{\xi} u_n +(1+\tilde{q})\nabla_{\eta}u_n -(\nabla_{\psi}u_{n})^2)\big) =&\nabla_{\psi}^3u_{n},\end{aligned} \end{align}\tag{77}\] and \[\begin{align} \label{ppun2} P_2 u_n^2= \nabla_{\xi} u_{n}^2 +(1+\tilde{q})\nabla_{\eta}u_{n}^2 -u_{n}\nabla_{\psi}^2u_{n}^2 =0 , \end{align}\tag{78}\] which implies that \[\begin{align} \label{0323-446}\begin{aligned} 0= & \nabla_{\xi} \nabla_{\psi}u_{n}^2 +(1+\tilde{q})\nabla_{\eta}\nabla_{\psi}u_{n}^2 -u_{n}\nabla_{\psi}^2(\nabla_{\psi}u_{n}^2) -(\nabla_{\psi}u_{n})\nabla_{\psi}(\nabla_{\psi}u_{n}^2) \\ & -\nabla_{\eta}\tilde{q}\nabla_{\psi}u_{n}^2 +\nabla_{\psi}\tilde{q}\nabla_{\eta}u_{n}^2 \\ = & \nabla_{\xi} \nabla_{\psi}u_{n}^2 +(1+\tilde{q})\nabla_{\eta}\nabla_{\psi}u_{n}^2 -u_{n}\nabla_{\psi}^2(\nabla_{\psi}u_{n}^2) -(\nabla_{\psi}u_{n}^2)\frac{1}{2u_{n}}\nabla_{\psi}^2u_{n}^2 \\ & -\nabla_{\eta}\tilde{q}\nabla_{\psi}u_{n}^2 +\nabla_{\psi}\tilde{q}\nabla_{\eta}u_{n}^2 .\end{aligned} \end{align}\tag{79}\] On the other hand, since \[\begin{align} \label{0823} 0= &\nabla_{\tau_1} \bar{u}^2+ \nabla_{\tau_1} \bar{u}^2- \bar{u}\nabla_{n}^2 \bar{u}^2, \end{align}\tag{80}\] we have \[\begin{align} \label{u-baru} \nabla_{\xi} \big(u_{n}^2-\bar{u}^2 \big) +(1+\tilde{q})\nabla_{\eta} \big(u_{n}^2-\bar{u}^2 \big) -u_{n}\nabla_{\psi}^2 \big(u_{n}^2-\bar{u}^2 \big) =R_0 , \end{align}\tag{81}\] where \[\begin{align} \label{r0-0106} R_0:=& (2\nabla_{\tau_1} -\nabla_{\xi}-(1+\tilde{q})\nabla_{\eta} ) \bar{u}^2+(-\bar{u}\nabla_{n}^2+u_{n}\nabla_{\psi}^2 )\bar{u}^2 \\=& (\nabla_{\tau_1}+\nabla_{\tau_2} -\nabla_{\xi}-(1+\tilde{q})\nabla_{\eta} ) \bar{u}^2+(-\bar{u}\nabla_{n}^2+u_{n}\nabla_{\psi}^2 )\bar{u}^2, \end{align}\tag{82}\] and \[\begin{align} 0= &\nabla_{\tau_1} \nabla_{n} \bar{u}^2+ \nabla_{\tau_1} \nabla_{n} \bar{u}^2-\nabla_{n} \bar{u}\nabla_{n}^2 \bar{u}^2- \bar{u}\nabla_{n}^3 \bar{u}^2. \end{align}\] Then \[\begin{align} 0= &\nabla_{\xi}\nabla_{n}\bar{u}^2 +(1+\tilde{q})\nabla_{\eta} \nabla_{n}\bar{u}^2-u_{n} \nabla_{\psi}^2 (\nabla_{n}\bar{u}^2) -(\nabla_{n} \bar{u}^2)\frac{1}{2\bar{u}}\nabla_{\psi}^2u_n^2 \\ & +(2\nabla_{\tau_1} -\nabla_{\xi}-(1+\tilde{q})\nabla_{\eta} ) \nabla_{n}\bar{u}^2+(-\bar{u}\nabla_{n}^2+u_{n}\nabla_{\psi}^2 )\nabla_{n}\bar{u}^2 \\&+(\nabla_{n} \bar{u}^2)\frac{1}{2\bar{u}}(\nabla_{\psi}^2u_n^2-\nabla_{n}^2\bar{u}^2) , \end{align}\] which implies that \[\begin{align} \label{6467}\begin{aligned} \nabla_{\xi} (\nabla_{\psi}u_{n}^2 -\nabla_{n}\bar{u}^2) +(1+\tilde{q})\nabla_{\eta}(\nabla_{\psi}u_{n}^2 -\nabla_{n}\bar{u}^2) -u_{n}\nabla_{\psi}^2(\nabla_{\psi}u_{n}^2 -\nabla_{n}\bar{u}^2) = R_1,\end{aligned} \end{align}\tag{83}\] where \[\begin{align} R_1=&\nabla_{\eta}\tilde{q}\nabla_{\psi}u_{n}^2 -\nabla_{\psi}\tilde{q}\nabla_{\eta}u_{n}^2 \\& +(2\nabla_{\tau_1} -\nabla_{\xi}-(1+\tilde{q})\nabla_{\eta} ) \nabla_{n}\bar{u}^2+(-\bar{u}\nabla_{n}^2+u_{n}\nabla_{\psi}^2 )\nabla_{n}\bar{u}^2 \\&+(\nabla_{n} \bar{u}^2)\frac{1}{2\bar{u}}(\nabla_{\psi}^2u_n^2-\nabla_{n}^2\bar{u}^2) +\nabla_{\psi}^2u_{n}^2( \frac{1}{2u_{n}} \nabla_{\psi}u_{n}^2-\frac{1}{2\bar{u}}\nabla_{n}\bar{u}^2) . \end{align}\] Here we note \((\nabla_{\tau_1} -(1+\tilde{q})\nabla_{\eta} ) \nabla_{n}\bar{u}^2=(\nabla_{\tau_2} -(1+\tilde{q})\nabla_{\eta} ) \nabla_{n}\bar{u}^2.\)
First, we estimate \(| u_{n}^2-\bar{u}^2 |\) as follows.
Lemma 5. For any constant \(\beta\in(\frac{1}{2},1),\) it holds \[\begin{align} | u_{n}^2-\bar{u}^2 |\leq \varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}+\varepsilon^7 \phi_{2,\beta} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\] where \(\phi_{2,0}\) and \(\phi_{2,\beta}\) are defined in 74 73 .
Proof. Our goal is to prove \(g=u_{n}^2-\bar{u}^2-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0} -\varepsilon^7 \phi_{2,\beta}\leq 0\) in \(\Omega\cap\{0\leq y\leq Y^*\}\) by generalized maximum principle for functions with ridges.
Step 1 We will prove \(g\) can not attain positive maximum on \(\Omega\cap\{0\leq y\leq Y^*\}\setminus \{\text{ridges}\}.\)
We will prove by contradiction. By 72 and 81 , we have in \(\Omega\cap\{0\leq y\leq Y^*\}\), \[\begin{align} P_2 \big(u_{n}^2-\bar{u}^2-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0} \big) \leq R_0 , \end{align}\] where \(R_0\) is defined in 82 . By 228 , 229 and ?? in Lemma 18, we have in \(\Omega\cap\{0\leq y\leq Y^*\}\),\[\begin{align} |(\nabla_{\tau_1}+\nabla_{\tau_2} -\nabla_{\xi}-(1+\tilde{q})\nabla_{\eta} ) \bar{u}^2+(-\bar{u}\nabla_{n}^2+u_{n}\nabla_{\psi}^2 )\bar{u}^2|\leq C\bar{u}^2\phi_{1,0}+C\phi_{1,0}. \end{align}\] This implies \(|R_0|\leq C\phi_{1,0}\) where we note that by 199 , \[\begin{align} \label{lb0126g} c_0\epsilon_0\leq u_{n-1}\quad \text{in}\quad\Omega\cap\{0\leq y\leq Y^*\}. \end{align}\tag{84}\] Then by 72 and taking \(A\gg \varepsilon^{-7}\), it holds \[P_2 (u_{n}^2-\bar{u}^2-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0} -\varepsilon^7 \phi_{2,\beta} )<0\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}\setminus \{\frac{\psi_{n-1}(x,y,z)}{\sqrt{x+1}}=\delta, N\},\] as explained in Example 1.
However, if \(g\) attains its positive maximum at some point \(p_0\in (0,X]\times(0,Y^*]\times(0,+\infty),\) then by the argument in the proof of maximum principle, we have \[P_2(g)|_{p_0}\geq 0,\] which leads to a contradiction. Then we complete step 1.
Step 2 We will prove \(g\) can not attain positive maximum on ridges.
\(g\) cannot attain its positive maximum on the ridges \(\{\frac{\psi_{n-1}(x,y,z)}{\sqrt{x+1}}=\delta, N\}\) by Proposition 4, since for any fixed \(x\), \[\partial_z^-(\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}+\varepsilon^7 \phi_{2,\beta})>\partial_z^+(\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}+\varepsilon^7 \phi_{2,\beta})\quad\text{at the ridges}.\]
Combining Step 1 and Step 2, \(g\) can not attain positive maximum on \(\Omega\cap\{0\leq y\leq Y^*\}\).
Next, by the boundary condition including the compatible condition 200 , i.e. \[\begin{align} |u_{n}^2-\bar{u}^2|\leq \varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}\quad \text{at}\quad \{z=0\}\cap\overline{\Omega}, \end{align}\] we have \(g\leq 0\) on the boundary.
In summary, by the argument in the proof of Lemma 4[Maximum Principle in unbounded domain], we have \(g=u_{n}^2-\bar{u}^2-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0} -\varepsilon^7 \phi_{2,\beta}\leq 0\) in \(\Omega\cap\{0\leq y\leq Y^*\}\).
Similarly, we can prove \[[-(u_{n}^2-\bar{u}^2)-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}] -\varepsilon^7 \phi_{2,\beta}\leq 0\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}.\] ◻
Based on Lemma 5, we can refine the decay estimate of \(u_n-\bar{u}\) in \(z\) for \(z\) large given in the following lemma.
Lemma 6. It holds \[\begin{align} | u_{n}^2-\bar{u}^2 |\leq\varepsilon^{6.5} \phi_{1,0} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\]
Proof. By Lemma 5 and the prescribed boundary conditions on \(\{x=0\}\cup\{y=0\},\) \[\pm(u_{n}^2-\bar{u}^2)-\varepsilon^{6.5} \phi_{1,0}\leq 0\quad \text{on}\quad [0,X]\times[0,Y^*]\times[N,+\infty)\cap(\{x= 0\}\cup\{y=0\}\cup\{z= N\}),\] for small \(\varepsilon.\) Moreover, by taking \(A>>\varepsilon^{-6.5}\), 81 and 225 , we have \[\begin{align} P_2\big(\pm(u_{n}^2-\bar{u}^2)-\varepsilon^{6.5} \phi_{1,0}\big) =R_0 -\frac{1}{2}A\varepsilon^{6.5} \phi_{1,0}<0\quad \text{in}\quad (0,X]\times(0,Y^*]\times(N,+\infty) \end{align}\] where \(|R_0|\leq C\phi_{1,0}\) by the estimates in the proof of Lemma 5. Then by applying the maximum principle in the domain \([0,X]\times[0,Y^*]\times[N,+\infty),\) we have the desired result. ◻
Moreover, based on Lemma 5, we can refine the growth estimate of \(u_n-\bar{u}\) in \(z\) near \(z=0\) given in the following theorem.
Theorem 5. For some constant \(\alpha\in(0,\frac{1}{4})\), it holds \[\begin{align} \label{sm1} | u_{n}^2-\bar{u}^2 |\leq \varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}+ \varepsilon^{6.5} \phi_{2,1}\psi_{n-1}^\alpha \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_4\}, \end{align}\qquad{(8)}\] for some small positive constant \(\delta_4\), which implies \[\begin{align} \label{0821jl} | u_{n}-\bar{u} |\leq \frac{d_0\varepsilon^6}{4} \phi_{1,1+2\alpha} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\qquad{(9)}\] by Lemma 6, where \(d_0\) is defined in 56 and \(\phi_{2,1}\) in 75 .
Proof. For convenience, we take \(\delta_4\) small enough such that \(\psi_{n-1}(x,y,\delta_4)\leq \delta\) where \(\delta\) and \(\phi_{2,1}\) are defined in 75 .
First, we will prove by contradiction that \[\begin{align} \label{sm10126step1} u_{n}^2-\bar{u}^2 \leq \varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}+ \varepsilon^{6.5} \phi_{2,1}\psi_{n-1}^\alpha \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_4\}. \end{align}\tag{85}\]
If 85 holds in \(\Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_4\},\) then it is proved.
Otherwise, there exists an interior point \(p_0\in(0,X]\times(0,Y^*]\times(0,\delta_4)\) such that \((u_{n}^2-\bar{u}^2-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0})\psi_{n-1}^{-\alpha}-\varepsilon^{6.5} \phi_{2,1}\) attains its positive maximum in \(\Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_4\}\) at \(p_0,\) since ?? holds on \(x=0,\) \(y=0\) and \(z=0,\delta_4,\) by the boundary data and Lemma 5. Then by applying the argument used for 65 , we have \[\begin{align} \label{p0sign} P_2[(u_{n}^2-\bar{u}^2-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0})\psi_{n-1}^{-\alpha}-\varepsilon^{6.5} \phi_{2,1}](p_0)\geq 0, \end{align}\tag{86}\] and \[\begin{align} \label{pp0} u_{n}^2-\bar{u}^2 - \varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}>0\quad \text{at}\quad p_0. \end{align}\tag{87}\] On the other hand, for small \(\varepsilon,\) by ?? , 88 , 58 and 87 , we have \[\begin{align} P_2 \big((u_{n}^2-\bar{u}^2 -\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0})\psi_{n-1}^{-\alpha}\big) \leq& |R_0|\psi_{n-1}^{-\alpha}-\alpha(\alpha+1)(u_{n}^2-\bar{u}^2- \varepsilon^{8} C{\epsilon_0}^3\phi_{2,0} ) u_n \psi_{n-1}^{-\alpha-2} \\&+2\alpha u_n \nabla_\psi (u_{n}^2-\bar{u}^2 -\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}) \psi_{n-1}^{-\alpha-1}\\&+\varepsilon^2C(u_{n}^2-\bar{u}^2- \varepsilon^{8} C{\epsilon_0}^3\phi_{2,0} )\psi_{n-1}^{-\alpha} \\ \leq& C\psi_{n-1}^{-\alpha-1}u_{n-1}^2\phi_{1,0}\quad \text{at}\quad p_0. \end{align}\] In fact, we have used the following: \[\begin{align} &|\nabla_\eta \psi_{n-1}^{-\alpha}|\leq \varepsilon^2C \psi_{n-1}^{-\alpha}, \quad\epsilon_0\leq Cu_{n-1}\quad \text{in } \quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_4\} , \\&P_2 \big(u_{n}^2-\bar{u}^2-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0} \big) \leq R_0\quad \text{in } \quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_4\} , \end{align}\] with \[\begin{align} \label{xz3} |R_0|\leq C\phi_{1,0} \end{align}\tag{88}\] from the proof of Lemma 5. Then by 72 and argument as explained in Example 1, taking \(A\gg \varepsilon^{-7}\) and \(\delta_4\) sufficiently small, for small \(\alpha\) with \(2\alpha<\frac{1}{2}\), it holds that \[P_2 \big((u_{n}^2-\bar{u}^2-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0} )\psi_{n-1}^{-\alpha} -\varepsilon^{6.5} \phi_{2,1} \big)(p_0)<0,\] which contradicts to 86 . Therefore, \((u_{n}^2-\bar{u}^2-\varepsilon^{8} C{\epsilon_0}^3\phi_{2,0})-\varepsilon^{6.5} \phi_{2,1}\psi_{n-1}^{\alpha}\leq 0\) in \(\Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_4\}\).
Similarly, we can prove \[\begin{align} -( u_{n}^2-\bar{u}^2 )\leq \varepsilon^{8} C{\epsilon_0}^3\phi_{2,0}+ \varepsilon^{6.5} \phi_{2,1}\psi_{n-1}^\alpha \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_4\}. \end{align}\] Hence, ?? holds in \(\Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_4\}.\)
Remark 6. We can refine the size of growth rate of \(u_k-\bar{u}\) in \(z\) near \(z=0\) for each \(k=1,\cdots, n-1\) as given in ?? .
Theorem 7. It holds that \[\begin{align} \label{changchun0106}\begin{aligned} |\frac{u_n}{u_{n-1}}\partial_z u_n-\partial_z\bar{u}|\leq & \frac{d_0\varepsilon^6}{4} \phi_{2,1}+C\varepsilon^7{\epsilon_0}\phi_{2,0},\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\},\\ |\frac{u_n}{u_{n-1}}\partial_z u_n-\partial_z\bar{u}|\leq & \frac{d_0\varepsilon^6}{4} \phi_{1,0},\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\},\end{aligned} \end{align}\qquad{(10)}\] where \(\phi_{2,1}\) is defined in 75 . Hence, \[\begin{align} \label{1012} |\partial_z u_n-\partial_z\bar{u}|\leq \frac{d_0\varepsilon^5}{4} \phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\qquad{(11)}\] by induction assumption, Remark 6 and ?? .
Proof. By 83 , \[\begin{align} \begin{aligned} P_2(\nabla_{\psi}u_{n}^2 -\nabla_{n}\bar{u}^2) = R_1.\end{aligned} \end{align}\]
Step 1: We will prove \(| R_1|\leq C\phi_{1,0}.\)
Note that \[\frac{1}{2}\nabla_{\psi}u_{n}^2=\frac{u_{n}}{u_{n-1}}\partial_z u_{n}.\] By induction assumption and the definition of \(Y^*\), we have \[\begin{align} &| \nabla_{\eta}\tilde{q}|\leq \varepsilon^2 e^{-\frac{A}{x+1}}C,\quad |\nabla_{\psi}\tilde{q}| = |\frac{\partial_z\tilde{q}}{u_{n-1}}|\leq\frac{\varepsilon^5C}{u_{n-1}^2}\phi_{1,\alpha}, \\&|\nabla_{\eta}u_{n}^2|\leq Cu_{n-1}\min\{z+\epsilon_0,1\}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}. \end{align}\] Then by 228 in Appendix, \[\begin{align} |\nabla_{\eta}\tilde{q}\nabla_{\psi}u_{n}^2 -\nabla_{\psi}\tilde{q}\nabla_{\eta}u_{n}^2 +(\nabla_{\tau_1} + \nabla_{\tau_2}-\nabla_{\xi}-(1+\tilde{q})\nabla_{\eta} ) \nabla_{n}\bar{u}^2 | \leq C \phi_{1,0}. \end{align}\] Since \(\partial_z\nabla_{n}\bar{u}^2=2\partial_z^2\bar{u}\), by 205 , \(|\partial_z\nabla_{n}^2 \bar{u}^2|\leq Ce^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}\) and \(|\frac{2}{\bar{u}}\partial_z^2\bar{u}|=|\nabla_{n}^2 \bar{u}^2|\leq C\bar{u}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}.\) Hence, by 229 \[|(-\bar{u}\nabla_{n}^2+u_{n}\nabla_{\psi}^2 )\nabla_{n}\bar{u}^2 |\leq C\phi_{1,0}.\] Then by 78 , induction assumption and definition of \(Y^*,\) it holds that \[\begin{align} | \nabla_{\psi}^2u_n^2-\nabla_{n}^2\bar{u}^2|=| 2 \nabla_{\xi} u_{n}+2(1+\tilde{q})\nabla_{\eta}u_{n} - 4\nabla_{\tau_1}\bar{u}|\leq \varepsilon^2 C\phi_{1,1}. \end{align}\] Thus, we have \[\begin{align} |(\nabla_{n} \bar{u}^2)\frac{1}{2\bar{u}}(\nabla_{\psi}^2u_n^2-\nabla_{n}^2\bar{u}^2)| \leq |\frac{2\partial_z\bar{u}}{2\bar{u}}(\nabla_{\psi}^2u_n^2-\nabla_{n}^2\bar{u}^2)| \leq \varepsilon^2 C\phi_{1,0}. \end{align}\] By 78 , \(|\nabla_{\psi}^2u_{n}^2|\leq Cu_{n-1}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}.\) Then \[\begin{align} | \nabla_{\psi}^2u_{n}^2( \frac{1}{2u_{n}} \nabla_{\psi}u_{n}^2-\frac{1}{2\bar{u}}\nabla_{n}\bar{u}^2)|\leq Cu_{n-1} | \frac{1}{u_{n-1}}\partial_zu_{n}-\frac{1}{\bar{u}}\partial_z\bar{u}|\leq C\phi_{1,0}. \end{align}\] In summary, \(|R_1|\leq C\phi_{1,0},\) where \(R_1\) is defined in 83 .
Step 2: We will derive ?? .
Employing 225 and taking \(A\gg \varepsilon^{-6}\), by a similar argument on 83 as in the previous proof of Lemma 5 and Lemma 6, we have \[\begin{align} \frac{1}{2} | \nabla_{\psi}u_{n}^2-\nabla_{n}\bar{u}^2|=|\frac{u_n}{u_{n-1}}\partial_z u_n-\partial_z\bar{u}|\leq& \frac{d_0\varepsilon^6}{4} \phi_{2,1}+C\varepsilon^7\epsilon_0\phi_{2,0}\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\},\\ \frac{1}{2} | \nabla_{\psi}u_{n}^2-\nabla_{n}\bar{u}^2|=|\frac{u_n}{u_{n-1}}\partial_z u_n-\partial_z\bar{u}|\leq& \frac{d_0\varepsilon^6}{4} \phi_{1,0}\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\] This completes the proof of the theorem. ◻
Remark 8. The first estimate in ?? shows the growth rates in \(z\) near \(z=0\) and the second line of ?? shows the decay rates in \(z\) near infinity. Here is a direct consequence which will be used later. \[\begin{align} \label{1026} |\partial_z u_n-\partial_z\bar{u}|\leq \varepsilon^4C\phi_{1,0}\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\geq (d_0\varepsilon)^{\frac{1}{1-\alpha}}\}. \end{align}\qquad{(12)}\]
Theorem 9. It holds \[\begin{align} \label{mon0315dj} \partial_z u_n\geq 2c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\qquad{(13)}\] where \(c_0\) defined in 44 is a positive constant independent of \(\varepsilon.\)
Proof. First, by 79 and 68 , \[\begin{align} \begin{aligned} P_1(\nabla_{\psi}u_{n}^2) =\bar{R} ,\end{aligned} \end{align}\] where \[|\bar{R}|=| -\nabla_{\eta}\tilde{q}\nabla_{\psi}u_{n}^2 +\nabla_{\psi}\tilde{q}\nabla_{\eta}u_{n}^2| \leq \varepsilon^2 C\phi_{1,0}e^{-\mu \frac{(z+\epsilon_0)^2}{1+x}}\quad\text{in}\quad(0,X]\times(0,Y^*]\times[0,\infty).\] Take \(N_1\) large depending on \(N\) such that \[\begin{align} \label{N10316-1} |\frac{2u_n}{u_{n-1}}-2 |<\frac{1}{10} \quad\text{in}\quad(0,X]\times(0,Y^*]\times(N_1,\infty), \end{align}\tag{89}\] and \[\begin{align} \label{N10316} - c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}+|\bar{R}|<0 \quad\text{in}\quad(0,X]\times(0,Y^*]\times(N_1,\infty), \end{align}\tag{90}\] where \(N\) is the constant in 43 . Then by 90 and Lemma 17, \[\begin{align} \label{0316intsign} P_1(5c_0e^{-\frac{3}{2}\mu(z+\epsilon_0)^2}-\nabla_{\psi}u_{n}^2 )<0 \quad\text{in}\quad(0,X]\times(0,Y^*]\times(N_1,\infty). \end{align}\tag{91}\]
Second, we analyze the boundary data. by ?? , for \(\varepsilon\) small depending on \(N_1,\) \[\begin{align} \label{0316psiz} \nabla_\psi u_n^2=\frac{2u_n}{u_{n-1}}\partial_z u_n \end{align}\tag{92}\] satisfies \[\begin{align} \label{mon0315bd} \nabla_\psi u_n^2\geq 5c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}\quad \text{on}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z= N_1\}, \end{align}\tag{93}\] and \[\begin{align} \label{mon0315bd-2-1} \partial_z u_n\geq 2c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\leq N_1\}, \end{align}\tag{94}\] with \(c_0\) being small enough. Moreover, by 24 and ?? , \[\begin{align} \label{djdl0316ch} \nabla_\psi u_n^2\geq 5c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}\,\,\text{on} \,\,[0,X]\times[0,Y^*]\times[N_1,+\infty)\cap(\{x= 0\}\cup\{y=0\}). \end{align}\tag{95}\] Then by 93 and 95 , \(\nabla_\psi u_n^2\geq 5c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}\) on \([0,X]\times[0,Y^*]\times[N_1,+\infty)\cap(\{x= 0\}\cup\{y=0\}\cup\{z= N_1\}).\)
Finally, by the boundary condition, 91 and applying the maximum principle in \([0,X]\times[0,Y^*]\times[N_1,+\infty),\) we have \[\begin{align} \label{mon0315bd-1} 5c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}-\nabla_{\psi}u_{n}^2\leq 0 \quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\geq N_1\}. \end{align}\tag{96}\] By 96 , 92 and 89 , we have \[\begin{align} \label{mon0315bd-2-1-final} \partial_z u_n\geq 2c_0e^{-\frac{3}{2}\mu (z+\epsilon_0)^2}\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\geq N_1\}. \end{align}\tag{97}\] Combining 94 and 97 , we have the conclusion. ◻
It holds \[\begin{align} \label{qn1}\begin{aligned} 0=&\nabla_{\xi} \nabla_{\eta} w_n +(1+\tilde{q})\nabla_{\eta}^2w_n -\nabla_{\psi}(u_{n}\nabla_{\psi}\nabla_{\eta} w_n)+\nabla_{\eta}\tilde{q}\nabla_{\eta}w_n\\& -K\partial_z w_n -\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}(u_{n}\nabla_{\psi} w_n)-\nabla_{\psi}(\nabla_{\eta}u_{n}\nabla_{\psi} w_n)-\nabla_{\psi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}u_{n}\nabla_{\psi} w_n)\\=&P_1\nabla_{\eta} w_n+\nabla_{\eta}\tilde{q}\nabla_{\eta}w_n -\nabla_{\psi}(\nabla_{\eta}u_{n}\nabla_{\psi} w_n)+f_1,\end{aligned} \end{align}\tag{98}\] where \[\begin{align} f_1=&-K\partial_z u_n -\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{1}{u_{n-1}}\partial_z( \frac{u_{n}}{u_{n-1}} \partial_z u_n)-\frac{1}{u_{n-1}}\partial_z(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}}\partial_z u_n). \end{align}\]
By induction assumption and 41 , we have \[\begin{align} |f_1 |\leq \frac{\varepsilon^2C}{u_{n-1}^{2-\alpha}}\phi_{1,0}, \end{align}\]where we have used 54 .
First, we multiply 76 by \(\frac{1}{1+\tilde{q}}\) and obtain \[\begin{align} \frac{1}{1+\tilde{q}} \nabla_{\xi} w_n +\nabla_{\eta}w_n -\frac{1}{1+\tilde{q}}\nabla_{\psi}(u_{n}\nabla_{\psi}w_n) =0. \end{align}\] Then we have \[\begin{align} \begin{aligned} 0=& \frac{1}{1+\tilde{q}} \nabla_{\xi}^2 w_n +\nabla_{\eta}\nabla_{\xi}w_n -\frac{1}{1+\tilde{q}}\nabla_{\psi}(u_{n}\nabla_{\psi}\nabla_{\xi}w_n) - \frac{ \nabla_{\xi}\tilde{q}}{(1+\tilde{q})^2} \nabla_{\xi} w_n \\&+K\partial_z w_n+\frac{ \nabla_{\xi}\tilde{q}}{(1+\tilde{q})^2}\nabla_{\psi}(u_{n}\nabla_{\psi}w_n) -\frac{1}{1+\tilde{q}}\nabla_{\psi}(\nabla_{\xi}u_{n}\nabla_{\psi}w_n) .\end{aligned} \end{align}\] Hence, \[\begin{align} \label{qn2}\begin{aligned} 0=& P_1\nabla_{\xi}w_n - \frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}} \nabla_{\xi} w_n -\nabla_{\psi}(\nabla_{\xi}u_{n}\nabla_{\psi}w_n) +f_2,\end{aligned} \end{align}\tag{99}\] where \[\begin{align} f_2 =&(1+\tilde{q})K\partial_z w_n+ \frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}(u_{n}\nabla_{\psi}w_n) =(1+\tilde{q})K\partial_z u_n+ \frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}}\frac{1}{u_{n-1}} \partial_z(\frac{u_n}{u_{n-1}}\partial_z u_{n}) . \end{align}\] By induction assumption and 41 , we have \[\begin{align} \label{44617} |f_2 |\leq \frac{\varepsilon^2C}{u_{n-1}^{2-\alpha}}\phi_{1,0}. \end{align}\tag{100}\]
\[\begin{align} 0= &\nabla_\xi \nabla_{\tau_1}\bar{u} +(1+\tilde{q})\nabla_{\eta}\nabla_{\tau_1}\bar{u} -\nabla_{\psi}(\nabla_{\tau_1} \bar{u}\nabla_{\psi}u_n) -\nabla_{\psi} ( u_n\nabla_{\psi}\nabla_{\tau_1}\bar{u}) \\& +(2\nabla_{\tau_1}-\nabla_\xi -(1+\tilde{q})\nabla_{\eta}) \nabla_{\tau_1} \bar{u} \\&+ \nabla_{\psi}(\nabla_{\tau_1} \bar{u}\nabla_{\psi}u_n) -\nabla_{n}( \nabla_{\tau_1}\bar{u}\nabla_{n} \bar{u})+\nabla_{\psi} ( u_n\nabla_{\psi}\nabla_{\tau_1}\bar{u})-\nabla_{n}( \bar{u}\nabla_{n} \nabla_{\tau_1}\bar{u}). \end{align}\]
Note that the tangential vector field derivative \(w=\nabla_{\eta,\xi}u_n\) satisfies \[\begin{align} \begin{aligned} 0= P_1w -\nabla_{\psi} (w\nabla_{\psi} u_n) +\bar{c}w+F, \end{aligned} \end{align}\]where \(|\bar{c}|\leq \varepsilon^2 C\phi_{1,0}\). (Refer to 98 and 99 for the specific expression of \(\bar{c}\) and \(F.\)) Hence, we have \[\begin{align} \label{P1111}\begin{aligned} P_1(w-\nabla_{\tau_1}\bar{u}) -\nabla_{\psi} \big ((w-\nabla_{\tau_1}\bar{u})\nabla_{\psi} u_n\big)=R_2 , \end{aligned} \end{align}\tag{101}\] where \[\begin{align} \label{r2xi}\begin{aligned} R_2=&-(\bar{c}w+F)+(2\nabla_{\tau_1}-\nabla_\xi -(1+\tilde{q})\nabla_{\eta}) \nabla_{\tau_1} \bar{u} \\&+ \nabla_{\psi}(\nabla_{\tau_1} \bar{u}\nabla_{\psi}u_n) -\nabla_{n}( \nabla_{\tau_1}\bar{u}\nabla_{n} \bar{u})+\nabla_{\psi} ( u_n\nabla_{\psi}\nabla_{\tau_1}\bar{u})-\nabla_{n}( \bar{u}\nabla_{n} \nabla_{\tau_1}\bar{u}). \end{aligned} \end{align}\tag{102}\]
Theorem 10. For a small positive constant \(\alpha_0,\) it holds that \[\begin{align} \label{0323-toimp} |\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}\bar{u} |\leq \varepsilon^5 \phi_{2,\alpha_0}+C\varepsilon^6\epsilon_0^2\phi_{2,0} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\qquad{(14)}\] which implies \[\begin{align} \label{20250206} |\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}\bar{u} |\leq C\varepsilon^5 \phi_{1,0}\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\qquad{(15)}\] Here \(\alpha_0>\alpha.\)
Proof. Step 1 We will prove ?? . By 101 , \(w=\nabla_{\eta,\xi}u_n\) satisfies \[\begin{align} \label{426}\begin{aligned} ( P_2+ P_3)(w-\nabla_{\tau_1}\bar{u}) =R_2 , \end{aligned} \end{align}\tag{103}\] where \(P_3\) contains 0th-order term and 1st-order derivative with respect to normal direction as follows, \[\begin{align} \begin{aligned} P_3 g:=- 2(\nabla_{\psi} u_n)\nabla_{\psi} g -\nabla_{\psi}^2 u_n g. \end{aligned} \end{align}\] By 227 , 77 for \(\nabla_{\psi}^2 u_n\) and \(\nabla_{\psi}^3 u_n\), 204 for \(\bar{u}\), 229 , Theorem 5 and Theorem 7, we have \[\begin{align} \label{r2sheng} | R_2|\leq \frac{C}{u_{n-1}^{2}}\phi_{1,0}. \end{align}\tag{104}\] Now we deal with \(P_3\) as follows. First, for \(\delta_1\in(0,\delta_0)\) small enough, \[\begin{align} -\nabla_{\psi}^2u_{n}=&-\frac{1}{u_{n-1}}\partial_z(\frac{1}{u_{n-1}}\partial_zu_n) =-\frac{1}{u_{n-1}^2}\partial_z^2u_n+\frac{1}{u_{n-1}^3}\partial_zu_{n-1}\partial_zu_n \\ \geq &\frac{c_0^2}{2u_{n-1}^3}\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\leq \delta_1\} , \end{align}\] where \(\delta_0\) and \(c_0\) are defined in 224 and 47 respectively which are independent of \(\alpha_0.\) Then for small positive constants \(\alpha_0, \delta_1\ll 1\), it holds \[\begin{align} \begin{aligned} &P_3\phi_{2,\alpha_0} +\frac{c_2\alpha_0(1-\alpha_0)}{8}\psi_{n-1}^{-\frac{3}{2 }}\phi_{2,\alpha_0}\\=&-2\nabla_{\psi}u_{n}\nabla_{\psi}\phi_{2,\alpha_0} -(\nabla_{\psi}^2u_{n})\phi_{2,\alpha_0}+\frac{c_2\alpha_0(1-\alpha_0)}{8}\psi_{n-1}^{-\frac{3}{2 }}\phi_{2,\alpha_0}\\=&( -2\alpha_0\frac{\partial_zu_n}{u_{n-1}\psi_{n-1}} -\frac{1}{u_{n-1}^2}\partial_z^2u_n +\frac{1}{u_{n-1}^3}\partial_zu_{n-1}\partial_zu_n +\alpha_0\frac{c_2(1-\alpha_0)}{8}\psi_{n-1}^{-\frac{3}{2 }})\phi_{2,\alpha_0} \\ \geq & 0 \quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\leq \delta_1\} , \end{aligned} \end{align}\] where we have used the fact that for \(z\in[0, \delta_1]\), if \(\frac{2\partial_z u_n}{u_{n-1}\psi_{n-1}}\geq \frac{c_2(1-\alpha_0)}{8}\psi_{n-1}^{-\frac{3}{2 }},\) then for \(\alpha_0\ll 1,\) it holds \[\begin{align} |\alpha_0\frac{\partial_zu_n}{u_{n-1}\psi_{n-1}}|\leq \alpha_0\frac{C_0}{u_{n-1}\psi_{n-1}}\leq \alpha_0 (\frac{16C_0}{c_2(1-\alpha_0)})^2\frac{C_0}{u_{n-1}^3}\leq \frac{c_0^2}{2u_{n-1}^3}. \end{align}\] Note that \(c_2\) is defined in 224 and \(c_0, C_0\) are defined in 47 . Moreover, for some positive constants \(\lambda\) and \(c,\) \[\begin{align} \phi_{2,\alpha_0} \psi_{n-1}^{-\frac{3}{2}}\geq \lambda e^{-\frac{A}{1+x}} \psi_{n-1}^{\alpha_0-\frac{3}{2}}\geq ce^{-\frac{A}{1+x}} u_{n-1}^ {2\alpha_0-3}\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\leq \delta_1\} \end{align}\] and \(2\alpha_0-3<-2\) for \(\alpha_0<\frac{1}{2}.\)
On the other hand, in \(\Omega\cap\{0\leq y\leq Y^*\}\cap\{z\geq\delta_1\}\), by 58 , we have \[\begin{align} |\nabla_{\psi}u_{n}\nabla_{\psi}\phi_{2,\alpha_0}| =&|\frac{\partial_zu_n}{u_{n-1}}\nabla_{\psi}\phi_{2,\alpha_0}| =|-\frac{9}{5}\frac{\psi_{n-1}}{x+1}\mu\frac{\partial_zu_n}{u_{n-1}}\phi_{2,\alpha_0}|\\ \leq &C|\psi_{n-1}\partial_zu_n|\phi_{2,\alpha_0} \leq C\phi_{2,\alpha_0} \quad\text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{\frac{\psi_{n-1}}{\sqrt{x+1}}\geq N\} , \end{align}\]and \[\begin{align} |\nabla_{\psi}u_{n}\nabla_{\psi}\phi_{2,\alpha_0}| =&|\frac{\partial_zu_n}{u_{n-1}}\nabla_{\psi}\phi_{2,\alpha_0}| \leq C\phi_{2,\alpha_0} \,\,\text{in}\,\, \Omega\cap\{0\leq y\leq Y^*\} \cap\{z\geq\delta_1\}\cap\{\frac{\psi_{n-1}(x,y,z)}{\sqrt{x+1}}\leq N\} , \end{align}\] where we have used the facts that \(\nabla_\psi x=\frac{1}{u_{n-1}}\partial_z x=0\) and for some positive constants \(c\) and \(C,\) \[u_{n-1}\geq c_0\delta_1,\quad |\partial_zu_n|\leq Ce^{-c\frac{\psi_{n-1}^2(x,y,z )}{x+1}\mu}\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\geq\delta_1\} ,\] by 56 , 57 and the relation \(c\leq \frac{\psi_{n-1}}{z+\epsilon_0}\leq C\) in \(\Omega\cap\{0\leq y\leq Y^*\}\cap\{z\geq\delta_1\} .\) Then \(|P_3\phi_{2,\alpha_0}|\leq C\phi_{2,\alpha_0}\) in \(\Omega\cap\{0\leq y\leq Y^*\}\cap\{z\geq\delta_1\} .\)
Hence, by taking \(A\gg \frac{1}{\varepsilon^5}\) and by 103 and 224 , \[\begin{align} ( P_2+ P_3)(\pm(\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}\bar{u})-C\varepsilon^6\epsilon_0^2\phi_{2,0} -\varepsilon^5 \phi_{2,\alpha_0})\leq 0, \end{align}\] in \(\Omega\cap\{0\leq y\leq Y^*\}\setminus\{\text{ridges of barrier functions}\}.\) Then by a similar argument as in the previous proof, we obtain ?? .
Step 2 We will prove ?? . By ?? , we only need to prove it for \(z\) large.
By ?? and the prescribed boundary conditions on \(\{x=0\}\cup\{y=0\},\) \[\pm(\nabla_{\eta,\xi}u_n-\nabla_{\tau_1} \bar{u})-C\varepsilon^{5} \phi_{1,0}\leq 0\quad \text{on}\quad [0,X]\times[0,Y^*]\times[N,+\infty)\cap(\{x= 0\}\cup\{y=0\}\cup\{z= N\}),\] for small \(\varepsilon.\) Next, by 103 , we have \[\begin{align} \begin{aligned} P_2(\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}\bar{u}) =\hat{R}_2 \quad\text{in}\quad(0,X]\times(0,Y^*]\times(N,+\infty), \end{aligned} \end{align}\] where we note \(|\hat{R}_2|\leq C\phi_{1,0}\) in \((0,X]\times(0,Y^*]\times(N,+\infty).\) Hence, by 225 and taking \(A>>\varepsilon^{-5},\) we have \[\begin{align} \begin{aligned} P_2(\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}\bar{u}-C\varepsilon^{5} \phi_{1,0}) <0 \quad\text{in}\quad(0,X]\times(0,Y^*]\times(N,+\infty). \end{aligned} \end{align}\] Then applying the maximum principle in the domain \([0,X]\times[0,Y^*]\times[N,+\infty),\) we obtain ?? . ◻
Remark 11. The growth rates near \(z=0\) will be improved to those given in ?? later.
For the second order tangential vector field derivatives, we will first prove the following theorem.
Theorem 12. It holds that \[\begin{align} |\nabla_{\eta}\nabla_{\xi}u_n-\nabla_{\tau_1}^2\bar{u}|\leq \frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\] where \(d_0\) is defined in 56 .
In the following discussion, we some times use \(w_n\) for \(u_n\) for clear presentation of the structure of the equations. Applying \(\nabla_{\eta}\) to 99 , we have
\[\begin{align} \label{wtan2}\begin{aligned} 0=&P_1 \nabla_{\eta}\nabla_{\xi} w_n+(\nabla_{\eta}\tilde{q}-\frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}} )\nabla_{\eta}\nabla_{\xi} w_n\\&+(1+\tilde{q})\nabla_{\eta}(K\partial_zw_n)-\frac{1}{u_{n-1}}\partial_z(\frac{\nabla_{\eta} \nabla_{\xi} u_{n}}{u_{n-1}}\partial_zw_{n} ) +f_{12},\end{aligned} \end{align}\tag{105}\] where \[\begin{align} \begin{aligned} f_{12}=&K\partial_zw_n\nabla_{\eta}\tilde{q}-K\partial_z\nabla_{\xi} w_{n} -\nabla_{\eta}(\frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}}) \nabla_{\xi} w_{n}\\&+\nabla_{\eta}\big(\frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}}\frac{1}{u_{n-1}} \partial_z(\frac{u_n}{u_{n-1}}\partial_zw_{n})\big) -\frac{ \nabla_{\eta}\tilde{q}}{1+\tilde{q}} \frac{\partial_z(\frac{u_{n}}{u_{n-1}}\partial_z\nabla_{\xi} w_{n})}{u_{n-1}} \\& -\frac{1}{u_{n-1}}\partial_z(\frac{ \nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}} \partial_z \nabla_{\xi} w_{n} ) \\& -\frac{ \nabla_{\eta}\tilde{q}}{1+\tilde{q}} \frac{1}{u_{n-1}}\partial_z(\frac{\nabla_{\xi} u_{n}}{u_{n-1}}\partial_zw_{n} ) -\frac{1}{u_{n-1}}\partial_z(\frac{\nabla_{\xi}u_{n}}{u_{n-1}}\frac{ \nabla_{\eta}\tilde{q}}{1+\tilde{q}} \partial_z w_{n} ) \\& -\frac{1}{u_{n-1}}\partial_z(\frac{\nabla_{\xi}u_{n}}{u_{n-1}}\partial_z\nabla_{\eta} w_{n} )-\frac{1}{u_{n-1}}\partial_z(\frac{\nabla_{\eta}u_{n}}{u_{n-1}}\partial_z \nabla_{\xi} w_{n} ) .\end{aligned} \end{align}\] In particular, by 55 , it holds in \([0,Y^*],\) \[\begin{align} \label{alpha2}\begin{aligned} &|-\frac{\nabla_{\eta} \nabla_{\xi}\tilde{q}}{1+\tilde{q}} \nabla_{\xi} w_{n}+\frac{ \nabla_{\eta}\nabla_{\xi}\tilde{q}}{1+\tilde{q}}\frac{1}{u_{n-1}} \partial_z(\frac{u_n}{u_{n-1}}\partial_zu_{n})| \\=&|-\frac{\nabla_{\eta} \nabla_{\xi}\tilde{q}}{1+\tilde{q}} \nabla_{\xi} w_{n}+\frac{ \nabla_{\eta}\nabla_{\xi}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}(u_n\nabla_{\psi}u_{n}) |\\=&|-\frac{\nabla_{\eta} \nabla_{\xi}\tilde{q}}{1+\tilde{q}} \nabla_{\xi} w_{n}+\frac{ \nabla_{\eta}\nabla_{\xi}\tilde{q}}{1+\tilde{q}}(\nabla_{\xi} u_n +(1+\tilde{q})\nabla_{\eta}u_n )| \leq C \varepsilon^2\phi_{1,\frac{\alpha}{2}}.\end{aligned} \end{align}\tag{106}\]
Since \(\nabla_{\tau_1} \bar{u}=\nabla_{\tau_2} \bar{u}\) and \[\begin{align} 0= &\nabla_{\tau_1} \nabla_{\tau_1}^2 \bar{u}+ \nabla_{\tau_2} \nabla_{\tau_1}^2 \bar{u}-\nabla_{n}( \bar{u}\nabla_{n} \nabla_{\tau_1}^2\bar{u}) -\nabla_{n}( \nabla_{\tau_1}^2\bar{u}\nabla_{n} \bar{u}) -2\nabla_{n}( \nabla_{\tau_1}\bar{u}\nabla_{n} \nabla_{\tau_1} \bar{u}), \end{align}\] we have \[\begin{align} \label{021455}\begin{aligned} 0=& P_1 \nabla_{\tau_1}^2 \bar{u}+(\nabla_{\eta}\tilde{q}-\frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}} )\nabla_{\tau_1}^2 \bar{u} -\frac{1}{u_{n-1}}\partial_z(\nabla_{\tau_1}^2 \bar{u}\frac{\partial_zu_{n}}{u_{n-1}} ) +f_{12}^{\bar{u}} ,\end{aligned} \end{align}\tag{107}\] where \[\begin{align} f_{12}^{\bar{u}}=&(\nabla_{\tau_1}-\nabla_{\xi} ) \nabla_{\tau_1}^2 \bar{u} +(\nabla_{\tau_2}-(1+\tilde{q})\nabla_{\eta}) \nabla_{\tau_1}^2 \bar{u}-(\nabla_{\eta}\tilde{q}-\frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}} )\nabla_{\tau_1}^2 \bar{u}\\ & +(\nabla_{\psi}-\nabla_n)(u_{n}\nabla_{\psi} \nabla_{\tau_1}^2 \bar{u}) +\nabla_n((u_{n}-\bar{u})\nabla_{\psi} \nabla_{\tau_1}^2 \bar{u}) +\nabla_n(\bar{u}(\nabla_{\psi}-\nabla_n) \nabla_{\tau_1}^2 \bar{u}) \\ & +(\nabla_{\psi}-\nabla_n)(\nabla_{\tau_1}^2 \bar{u} \frac{\partial_z u_n}{u_{n-1}}) +\nabla_n(\nabla_{\tau_1}^2 \bar{u}( \frac{\partial_z u_n}{u_{n-1}}- \frac{\partial_z \bar{u}}{\bar{u}})) -2\nabla_{n}( \nabla_{\tau_1}\bar{u}\nabla_{n} \nabla_{\tau_1} \bar{u}). \end{align}\] Note that here the last term corresponds to the last two terms of \(f_{12}.\)
Next, we estimate \[\begin{align} \label{02142025} f_{12}^{u-\bar{u}}:=f_{12}- f_{12}^{\bar{u}}. \end{align}\tag{108}\] By 101 , \(w=\nabla_{\eta,\xi }u_n\) satisfies \[\begin{align} \label{5465-1}\begin{aligned} \nabla_{\psi}^2 (w-\nabla_{\tau_1}\bar{u})=&\frac{1}{u_n }[\nabla_{\xi} (w-\nabla_{\tau_1}\bar{u}) +(1+\tilde{q})\nabla_{\eta}(w-\nabla_{\tau_1}\bar{u})\\& -2 \nabla_{\psi} (w-\nabla_{\tau_1}\bar{u})\nabla_{\psi} u_n -(w-\nabla_{\tau_1}\bar{u})\nabla_{\psi}^2 u_n-R_2] . \end{aligned} \end{align}\tag{109}\] Then by the definition of \(Y^*\) in 57 , 226 , Theorem 5 and Theorem 7, we have \[\begin{align} \label{5465-2}\begin{aligned} &| \nabla_{\psi}^2 (w-\nabla_{\tau_1}\bar{u})|+|\nabla_{\psi} (\nabla_{\psi}w-\nabla_{n}\nabla_{\tau_1}\bar{u}) |\\ =& | \nabla_{\psi}^2 (w-\nabla_{\tau_1}\bar{u})|+ | \nabla_{\psi}^2 (w-\nabla_{\tau_1}\bar{u})+ \nabla_{\psi}( \nabla_{\psi}-\nabla_{n})\nabla_{\tau_1}\bar{u}| \\ \leq &\frac{C}{u_{n-1}^{3-\alpha}}\phi_{1,0},\end{aligned} \end{align}\tag{110}\] where we have used the fact that for \(z\) near \(0,\) \[\begin{align} \label{1tder} |w-\nabla_{\tau_1}\bar{u}|\leq C(z+{\epsilon_0})^{1+\alpha} e^{-\frac{A}{x+1}}, \end{align}\tag{111}\] by the definition of \(Y^*\) in 57 . By the induction assumption and 106 , we have \(f_{12}^{u-\bar{u}}=f_{12}- f_{12}^{\bar{u}}\) satisfies \[\begin{align} \label{f12baru-u} |f_{12}^{u-\bar{u}}|=|f_{12}- f_{12}^{\bar{u}}|\leq \frac{\varepsilon^2 C\phi_{1,0}}{\bar{u}^{3-\alpha}}. \end{align}\tag{112}\]
Proof of Theorem 12. Step 1 Equation of \(\nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u}\)
By 105 and 107 , we have \[\begin{align} \label{1104-1}\begin{aligned} 0=&P_1( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u})-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u})+\tilde{c}( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u})\\&+(1+\tilde{q})\partial_{y}(K\partial_zu_n) +f_{12}^u,\end{aligned} \end{align}\tag{113}\] where by 39 , \[\begin{align} \label{f12u}\begin{aligned} f_{12}^u=&f_{12}^{u-\bar{u}}-(1+\tilde{q})\frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\partial_{z}(K\partial_zu_n)\\ =&f_{12}^{u-\bar{u}}-(1+\tilde{q})\frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}K\partial_z^2u_n-(1+\tilde{q})\frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\partial_{z}K\partial_zu_n \\ =&f_{12}^{u-\bar{u}}-(1+\tilde{q})\frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}K\partial_z^2u_n \\&-(1+\tilde{q})\frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\partial_zu_n(-\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}) -K\frac{\partial_z u_{n-1}}{u_{n-1}}).\end{aligned} \end{align}\tag{114}\] Recall \(f_{12}^{u-\bar{u}}\) in 108 and \[\begin{align} \label{utan2c}\begin{aligned} \tilde{c}=&(\nabla_{\eta}\tilde{q}-\frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}} )-\frac{1}{u_{n-1}}\partial_z(\frac{\partial_zu_{n} }{u_{n-1}})\\ =&(\nabla_{\eta}\tilde{q}-\frac{ \nabla_{\xi}\tilde{q}}{1+\tilde{q}} )-\frac{\partial_z^2u_{n} }{u_{n-1}^2}+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3} \\:=&c_1+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}.\end{aligned} \end{align}\tag{115}\] Then by 41 , we have \[\begin{align} \label{cf12u} |c_1+\frac{\partial_z^2u_{n} }{u_{n-1}^2}|\leq \frac{C \phi_{1,0}}{u_{n-1}^2}, \quad |f_{12}^{u}|\leq C\varepsilon^2\phi_{1,0}+\frac{\varepsilon^2C\phi_{1,0}}{u_{n-1}^{3-\alpha}}. \end{align}\tag{116}\]
Step 2 Auxiliary function \(f\) and the goal
For any small positive constant \[\begin{align} \label{02072025} \gamma\ll \varepsilon^3e^{-A}\epsilon_0\leq \varepsilon^3e^{-\frac{A}{x+1}}\epsilon_0, \end{align}\tag{117}\] set \[\begin{align} \label{fplus} f= ( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u})-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}-\gamma \quad \text{in} \quad[0,X]\times[0,Y]\times[0,+\infty). \end{align}\tag{118}\] Goal: We will prove \[\begin{align} \label{0323goalfneg} f\leq 0 \quad \text{in} \quad [0,X]\times[0,Y^*]\times[0,+\infty). \end{align}\tag{119}\] Then letting \(\gamma\) go to \(0\), we have \[\begin{align} \label{0324fremovegam} ( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u})-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}} \leq 0 \quad \text{in} \quad[0,X]\times[0,Y^*]\times[0,+\infty). \end{align}\tag{120}\]
We will employ a proof by contradiction. i.e. If 119 fails, then there exists a maximum “time" \[\begin{align} \label{ystar0220} y_*:=\max \{y_0\in[0,Y^*]|f(x,y,z)\leq 0,\quad \text{in} \quad [0,X]\times[0,y_0]\times[0,+\infty)\}, \end{align}\tag{121}\] such that \[\begin{align} \label{0323-ymaxt} y_*\in(0,Y^*), \end{align}\tag{122}\] by the boundary condition. In the following, we will prove that this leads to a contradiction.
As mentioned in the introduction, \(\partial_y (K\partial_z u_n)\) in 113 contains loss of tangential derivative which is one order higher than the induction assumptions. Hence, instead of bounding \(\partial_y K\), our analysis takes advantage of the sign of \(\partial_y f\) as follows.
Step 3 The sign of \(f\) and \(\partial_y f\) on specific domains
Firstly, by the boundary condition, we have \(f\leq -\gamma\) on \(z=0\). By continuity, there exists a positive constant \(z_0\) such that \[\begin{align} \label{tldM0126} f\leq-\frac{\gamma}{2} \quad \text{in} \quad [0,X]\times[0,Y^*]\times[0,z_0]. \end{align}\tag{123}\] Moreover, since \(\nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u}\rightarrow 0\) as \(z\) tends to infinity, there exists a large positive constant \(N_1\) such that \[\begin{align} \label{Ngamm} f+\frac{\gamma}{2}<0\quad \text{in} \quad[0,X]\times[0,Y]\times[N_1,+\infty). \end{align}\tag{124}\]
In addition, by the boundary condition, \[|\nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u}|-\frac{\varepsilon^2}{8}d_0^2(\phi_{1,\frac{\alpha}{2}})^2\leq 0\quad \text{on}\quad \{x=0\}\times[0,Y]\times[0,N_1].\]
Note \[\begin{align} \phi_{1,\frac{\alpha}{2}} (x,z) \geq \min_{[0,X]\times[0,N_1]}\phi_{1,\frac{\alpha}{2}} (x,z)>0, \quad (x,z)\in [0,X]\times[0,N_1]. \end{align}\] Then for the positive constant \(l=\min_{[0,X]\times[0,N_1]}\frac{\varepsilon^2}{16} d_0^2 \phi_{1,\frac{\alpha}{2}}>0,\) there exists a constant \(x_0\in(0,X)\) such that \(|\nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u}|-\frac{\varepsilon^2}{8}d_0^2(\phi_{1,\frac{\alpha}{2}})^2<l\) in \([0,x_0]\times[0,Y]\times[0,N_1].\) Hence, \(|\nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u}|-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}< l+\frac{\varepsilon^2}{8}d_0^2(\phi_{1,\frac{\alpha}{2}})^2-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}\leq-\frac{\varepsilon^2}{4}d_0^2 \phi_{1,\frac{\alpha}{2}}\). Then \[\begin{align} \label{x0} f<-\frac{\varepsilon^2}{4}d_0^2 \phi_{1,\frac{\alpha}{2}}<0\quad \text{in} \quad [0,x_0]\times[0,Y]\times[0,N_1]. \end{align}\tag{125}\]
In this step, we will study the properties of the function \(f\). First of all, we consider the signs of \(f\) and \(\partial_y f\) on the plane \(\{y=y_*\}.\)
Set \[D_{y_*}=[x_0,X]\times\{y=y_*\}\times[z_0,N_1],\] where \(z_0\) is defined in 123 . Then by the definition of \(y_*\) in 121 , we have \[f(p)\leq0,\quad p\in D_{y_*}.\]
For every \(p\in D_{y_*}\) , there are two possibilities.
(i) If \(f(p)<0,\) then there exists a positive constant \(r_p<\min\{z_0,x_0\}\) such that \[f\leq \frac{f(p)}{2} <0 \quad \text{in}\quad B_{r_p}(p)\cap D_{y_*},\] where \(B_{r_p}(p)\subseteq \mathbf{R}^2_{x,z}\times\{y=y_*\}\) and \(\mathbf{R}^2_{x,z}=\{(x,z)\in\mathbf{R}^2\}\).
(ii) If \(f(p)=0,\) then \(\partial_y f(p)\geq 0\) by the definition of \(y_*\) in 121 . Then there exists a positive constant \(r_p<\min\{z_0,x_0\}\) such that \[\partial_y f\geq -\frac{1}{100} \gamma \min_{[0,X]\times[0,N_1]} \phi_{1,\frac{\alpha}{2}} \quad \text{in}\quad B_{r_p}(p)\cap D_{y_*},\] where \(B_{r_p}(p)\subseteq \mathbf{R}^2_{x,z}\times\{y=y_*\}\).
Since \(\{B_{r_p}(p)\}_{p\in D_{y_*}}\) is an open covering of the compact set \(D_{y_*},\) there exists a finite subcover of \(D_{y_*}\) such that \[D_{y_*}\subseteq\big(\cup_{i\in\{1,\cdots,n_0\}}B_{r_{p_i^-}}(p_i^-)\big)\bigcup\big(\cup_{i\in\{1,\cdots,n_1\}}B_{r_{p_i^+}}(p_i^+)\big),\] where \(p_i^-\) denotes the point where \(f(p_i^-)<0\) and \(p_i^+\) denotes the point where \(\partial_y f(p_i^+)\geq 0\).
According to the choice of \(r_{p},\) we have, for some \(i_0\in\{1,\cdots,n_0\},\) \[\begin{align} f\leq \max_{i\in\{1,\cdots,n_0\}}\{\frac{f(p_i^-)}{2} \}=\frac{f(p_{i_0}^-)}{2}<0, \quad & D_{y_*}\cap\big( \cup_{i\in\{1,\cdots,n_0\}}B_{r_{p_i^-}}(p_i^-)\big),\\ \partial_y f\geq -\frac{1}{100} \gamma \min_{[0,X]\times[0,N_1]} \phi_{1,\frac{\alpha}{2}}, \quad & D_{y_*}\cap\big(\cup_{i\in\{1,\cdots,n_1\}}B_{r_{p_i^+}}(p_i^+)\big). \end{align}\] Then take a constant \(y_2\) with \(y_2-y_*\) small such that \(0<y_2-y_*\ll \min\{1,Y^*-y_*\}.\) By the continuity, \[\begin{align} \label{sginf}\begin{aligned} f+\gamma \phi_{1,\frac{\alpha}{2}}(y-y_*)\leq& \max\{ \frac{f(p_{i_0}^-)}{4},\,\,-\min_{[0,x_0]\times[0,N_1]}\frac{\varepsilon^2d_0^2}{4} \phi_{1,\frac{\alpha}{2}},\,\,-\frac{\gamma}{2}\}+\gamma \phi_{1,\frac{\alpha}{2}}(y_2-y_*) \\ <&0 \quad \quad\quad\quad\quad \text{in} \quad D_1 \times[y_*,y_2],\\ \partial_y (f+\gamma \phi_{1,\frac{\alpha}{2}}(y-y_*))\geq&0 \quad\quad\quad\quad\quad \text{in} \quad D_2\times[y_*,y_2],\end{aligned} \end{align}\tag{126}\] where the negative upper bound of \(f\) in \([0,x_0]\) is given in 125 , the negative upper bound of \(f\) in \([0,z_0]\) is given in 123 . Here, \[\begin{align} D_1=&\big(D_{y_*}\cap\cup_{i\in\{1,\cdots,n_0\}}B_{r_{p_i^-}}(p_i^-)\big)\bigcup [0,x_0]\times\{y=y_*\}\times[0,N_1]\bigcup [0,X]\times\{y=y_*\}\times[0,z_0], \\D_2=&\big(D_{y_*}\cap\cup_{i\in\{1,\cdots,n_1\}}B_{r_{p_i^+}}(p_i^+)\big). \end{align}\]
Note that \[\begin{align} \label{d1d2} D_1\cup D_2=[0,X]\times[0,N_1]\subseteq \mathbf{R}^2_{x,z}, \end{align}\tag{127}\] and \(D_i \times[y_*,y_2],\) \(i=1,2\) are the cylinders with bottom on the plane \(\{y=y_*\}\) and height being \(y_2-y_*.\)
Step 4 Equation of \(f\)
We now turn to estimate \[P_1 f-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zf+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}f+c_1f.\] By the definition of \(f\) in 118 and straightforward calculation, we have \[\begin{align} \label{520}\begin{aligned} &P_1 f-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zf+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}f+c_1f \\ =& -(1+\tilde{q})\partial_{y}(K\partial_zu_n) -f_{12}^u-\gamma(\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}+c_1) \\&-[P_1 \phi_{1,\frac{\alpha}{2}}-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z\phi_{1,\frac{\alpha}{2}}+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}\phi_{1,\frac{\alpha}{2}}+c_1\phi_{1,\frac{\alpha}{2}}]\frac{\varepsilon^2}{2}d_0^2 \\ =& -(1+\tilde{q})\partial_{y}(K\partial_zu_n) -f_{12}^u-\gamma(\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}+c_1) \\&-[P_1 \phi_{1,\frac{\alpha}{2}}-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z\phi_{1,\frac{\alpha}{2}}+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}\phi_{1,\frac{\alpha}{2}}+c_1\phi_{1,\frac{\alpha}{2}}](\frac{\varepsilon^2}{4}+\frac{\varepsilon^2}{4})d_0^2 ,\end{aligned} \end{align}\tag{128}\] where \(c_1\) is given in 115 . Taking \(A\) sufficiently large and the positive constant \(\alpha\) sufficiently small such that \[\begin{align} 0< \partial_z\phi_{1,\frac{\alpha}{2}}=\frac{\alpha}{2}\phi_{1,\frac{\alpha}{2}}\frac{1}{z+\epsilon_0} \leq \frac{ c_0 }{2u_{n-1}}\phi_{1,\frac{\alpha}{2}}\leq \frac{ \partial_z u_{n-1}}{2u_{n-1}}\phi_{1,\frac{\alpha}{2}}, \quad z\in[0,\delta-\epsilon_0], \end{align}\] where \(\delta\) and \(c_0\) are defined in 45 and 47 respectively, it holds \[\begin{align} \label{52302072025}\begin{aligned} &\frac{\varepsilon^2}{4}d_0^2[P_1 \phi_{1,\frac{\alpha}{2}}-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z\phi_{1,\frac{\alpha}{2}}+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}\phi_{1,\frac{\alpha}{2}}+c_1\phi_{1,\frac{\alpha}{2}} ] \\ \geq&\varepsilon^2d_0^2(\frac{3\lambda}{u_{n-1}^3}+\frac{A}{5}c_2)\phi_{1,\frac{\alpha}{2}} >0,\quad z\in[0,+\infty),\end{aligned} \end{align}\tag{129}\] where \(\lambda\) is a constant with \(0<3\lambda\leq \frac{c_0^2}{8}\), \(c_2\) is defined in 224 . And we note that \(\partial_z^-\phi_{1,\frac{\alpha}{2}}>\partial_z^+\phi_{1,\frac{\alpha}{2}}\) at the ridges. By 116 and by taking \(\delta_2\) small enough such that \(\frac{\delta_2^{\frac{\alpha}{2}}}{\varepsilon }\ll d_0^2,\) we have, \[\begin{align} |f_{12}^{u}|\leq \frac{\varepsilon^3Cd_0^2\phi_{1,0}}{u_{n-1}^{3-\frac{\alpha}{2}},}\quad z\in[0,\delta_2]. \end{align}\]
Then for \(\gamma\ll \varepsilon^3e^{-A}\epsilon_0\leq\varepsilon^3 e^{-\frac{A}{x+1}}Cu_{n-1},\) \(\varepsilon\ll d_0^2\ll1\) and \(A\gg
\frac{1}{\delta_2^{3}}\), we have \[\begin{align}
\label{74614}\begin{aligned} &\partial_{x}f+(1+\tilde{q})\partial_{y}f -\frac{1}{u_{n-1}}\partial_{z} (\frac{u_n}{u_{n-1}}\partial_{z}f) \\&+(-\tilde{b}-\frac{\partial_zu_{n} }{u_{n-1}^2})\partial_zf+\frac{\partial_zu_{n} \partial_zu_{n-1}
}{u_{n-1}^3}f+c_1f \\=&P_1 f-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zf+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}f+c_1f \\ \leq &-\varepsilon^2d_0^2(\frac{2\lambda}{u_{n-1}^3}+\frac{A}{6}c_2)\phi_{1,\frac{\alpha}{2}}
-(1+\tilde{q})\partial_{y}(K\partial_zu_n+(2-k_1)\varepsilon^{2} e^{-\frac{A}{x+1}}C_1) \\&-[P_1 \phi_{1,\frac{\alpha}{2}}-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z\phi_{1,\frac{\alpha}{2}}+\frac{\partial_zu_{n} \partial_zu_{n-1}
}{u_{n-1}^3}\phi_{1,\frac{\alpha}{2}}+c_1\phi_{1,\frac{\alpha}{2}}]\frac{\varepsilon^2}{4}d_0^2 \end{aligned}
\end{align}\tag{130}\] where the function \(\tilde{b}\) is given in 70 and the two constants \(C_1\) and \(k_1\)
are chosen as follows. For \(\varepsilon\) small enough, we have \[\begin{align}
\label{k0} 2 (1+\tilde{q})\geq 2-k_0
\end{align}\tag{131}\] for some small positive constant \(k_0\ll 1\). \(C_1\) independent of \(\varepsilon\) and \(k_0< k_1\ll 1\) are two positive constants chosen such that \(C_1\gg C_2\) where the constant \(C_2\) is defined in 41 and
\[\begin{align}
\label{Kplus} (2-k_2)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1< (1+\tilde{q})( K\partial_zu_n+(2-k_1)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1)\leq\varepsilon^{2}e^{-\frac{A}{x+1}}C_1 (2-k_0),
\end{align}\tag{132}\] with \(0<k_0< k_1<k_2\ll 1\).
Step 5 Auxiliary function \(F\) and proof of 21
Set \[\begin{align} \label{fmod}\begin{aligned} F=& \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2 \bar{u}-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}-\gamma -2\varepsilon^{2}e^{-\frac{A}{x+1}}C_1+2 \varepsilon^{2}e^{-\frac{A}{x+1}}C_1\zeta(y) \\&+\gamma \phi_{1,\frac{\alpha}{2}}(y-y_*), \end{aligned} \end{align}\tag{133}\] in \([0,X]\times[y_*, y_2]\times[0,+\infty),\) where \[\label{zeta}\zeta(y)= \left\{ \begin{align} 1,\quad & y_*\leq y\leq y_1,\\ 1-\frac{y-y_1}{y_2-y_1},\quad & y_1< y\leq y_2. \end{align}\right.\\\tag{134}\] Here \(y_2<Y^*\) is defined in 126 and \(y_1\) will be determined as follows.
Take \(y_1\in(y_*,y_2)\) to be a positive constant so that \(y_2-y_1\) is sufficiently small to satisfy \[\begin{align} \label{y2-y1} 2 \varepsilon^{2}e^{-A}C_1\frac{1}{y_2-y_1}\gg\max_{[0,X]\times[0,Y^*]\times[0,N_1]} |\partial_y f|+\gamma |\phi_{1,\frac{\alpha}{2}}|. \end{align}\tag{135}\] This implies \[\begin{align} \label{k3dyF} 1-k_3\leq \frac{-\partial_y F}{d(x)}\leq 1+k_3\quad \text{in} \quad (y_1,y_2], \end{align}\tag{136}\] by \(e^{-\frac{A}{x+1}}\geq e^{-A},\) where \[\begin{align} \label{ddyzeta} d(x):=\frac{2 \varepsilon^{2}e^{-\frac{A}{x+1}}C_1}{y_2-y_1}. \end{align}\tag{137}\] \(k_3\ll 1\) is chosen small enough such that \[\begin{align} \label{kcomb} \frac{(1+k_3)(2-k_0)}{2}\leq (1-k_3)(2-k_2). \end{align}\tag{138}\]
Moreover, since \(|\phi_{1,\frac{\alpha}{2}}|\) is bounded, we have for small \(y_2-y_*\), \[-2\varepsilon^{2} e^{-\frac{A}{x+1}}C_1+2 \varepsilon^{2} e^{-\frac{A}{x+1}}C_1\zeta(y) +\gamma \phi_{1,\frac{\alpha}{2}}(y-y_*)\leq \frac{\gamma}{2},\quad y\in[y_*,y_2].\] Thus, by 124 we have \[\begin{align} \label{capfn1} F<0 \quad \text{ in} \quad [0,X]\times[y_*,y_2]\times[N_1,+\infty). \end{align}\tag{139}\] In addition, by the definition of \(y_*\) in 121 , there exists a point \((x^{1},y^{1},z^{1})\in \Omega\) such that \(f(x^{1},y^{1},z^{1})>0\) with \(y_*<y^{1}\leq y_1.\)
In this step, our goal is to prove \(F\leq 0\) in \([y_*,y_2]\) which implies \[\nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2 \bar{u}-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}-\gamma +\gamma \phi_{1,\frac{\alpha}{2}}(y-y_*)\leq 0 \quad \text{in} \quad [0,X]\times[y_*,y_1]\times[0,N_1],\] because \[\begin{align} F=f+\gamma \phi_{1,\frac{\alpha}{2}}(y-y_*) \quad \text{in} \quad [0,X]\times[y_*,y_1]\times[0,N_1]. \end{align}\] In particular, we have \(\nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2 \bar{u}-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}-\gamma \leq 0\) in \([y_*,y_1]\) which leads to a contradiction to the definition of \(y_*.\)
Since \(-2\varepsilon^2 e^{-\frac{A}{x+1}} C_1+2\varepsilon^2 e^{-\frac{A}{x+1}}C_1\zeta \leq 0,\) we have by 126 and 135 that \[\begin{align} \begin{aligned} F<0 \quad & \text{in} \quad D_1 \times[y_*,y_2],\\ \partial_y F\geq0 \quad & \text{in} \quad D_2\times[y_*,y_1),\\ \partial_y F<0\quad & \text{in} \quad [0,X]\times(y_1,y_2]\times[0,N_1].\end{aligned} \end{align}\] Hence, by 127 , \[\begin{align} \label{capF}\begin{aligned} \partial_y F_+\geq &0\quad \text{in} \quad [0,X]\times[y_*,y_1)\times[0,N_1],\\ \partial_y F_+\leq &0\quad \text{in} \quad [0,X]\times(y_1,y_2]\times[0,N_1]. \end{aligned} \end{align}\tag{140}\] By the definition of \(F\) in 133 , using 129 and 130 , we have, for \(\varepsilon\ll d_0^2\) and \(A\geq\frac{ CC_1}{d_0^2}\) that \[\begin{align} \label{Feq}\begin{aligned} &\partial_{x}F+(1+\tilde{q})\partial_{y}F -\frac{1}{u_{n-1}}\partial_{z} (\frac{u_n}{u_{n-1}}\partial_{z}F) +(-\tilde{b}-\frac{\partial_zu_{n} }{u_{n-1}^2})\partial_zF+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}F+c_1F \\ \leq &-\varepsilon^2d_0^2(\frac{2\lambda}{u_{n-1}^3}+\frac{A}{6}c_2)\phi_{1,\frac{\alpha}{2}} -(1+\tilde{q})\partial_{y}(K\partial_zu_n+(2-k_1)\varepsilon^2 e^{-\frac{A}{x+1}}C_1) \\&-[P_1 \phi_{1,\frac{\alpha}{2}}-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z\phi_{1,\frac{\alpha}{2}}+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}\phi_{1,\frac{\alpha}{2}}+c_1\phi_{1,\frac{\alpha}{2}}](\frac{\varepsilon^2}{4}d_0^2-\gamma (y-y_*)) \\&-2\varepsilon^2 e^{-\frac{A}{x+1}}C_1(1-\zeta(y))(\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}+c_1) +2\varepsilon^2 e^{-\frac{A}{x+1}}C_1(1+\tilde{q})\partial_y \zeta \\&-2\varepsilon^2 e^{-\frac{A}{x+1}}C_1(1-\zeta(y))\frac{A}{(x+1)^2} +(1+\tilde{q})\gamma \phi_{1,\frac{\alpha}{2}} \\ \leq &-\varepsilon^2d_0^2(\frac{\lambda}{u_{n-1}^3}+\frac{A}{7}c_2)\phi_{1,\frac{\alpha}{2}} -(1+\tilde{q})\partial_{y}(K\partial_zu_n+(2-k_1)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1) \\& +(2-k_0)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1\partial_y \zeta, \end{aligned} \end{align}\tag{141}\] where \(d_0\) is defined in 56 which is independent of \(\varepsilon\) and \(\gamma\ll \varepsilon^3 e^{-A}\epsilon_0\) by 117 . Note that \[\begin{align} -2\varepsilon^2e^{-\frac{A}{x+1}} C_1(1-\zeta(y))\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}\leq 0, \end{align}\] and \(\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}+c_1>0\) for \(z\) near \(0\). By 116 , we have \[\begin{align} \label{etaeta} \frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}+c_1\geq -C e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}\quad \text{in }\quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\tag{142}\] By the definition of \(y_*,\) we have \(F_+(x,y_*,z)=0.\) Then by 132 and 140 , i.e. \(\partial_y F_+\geq 0\) in \([y_*,y_1)\) and \(\partial_y F_+\leq 0\) in \((y_1,y_2],\) we have \[\begin{align} &\int_{y_*}^{y_2} (1+\tilde{q})\partial_{y}(K\partial_zu_n+(2-k_1)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1) F_+ dy\\ =&(1+\tilde{q})(K\partial_zu_n+(2-k_1)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1) F_+(y_2) -\int_{y_*}^{y_2} \partial_{y}\tilde{q}(K\partial_zu_n+(2-k_1)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1) F_+ dy\\&- \int_{y_*}^{y_1 } (1+\tilde{q})(K\partial_zu_n+(2-k_1)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1) \partial_{y}F_+ dy- \int_{y_1}^{y_2 } (1+\tilde{q})(K\partial_zu_n+(2-k_1)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1) \partial_{y}F_+ dy \\ \geq& -\int_{y_*}^{y_2} \varepsilon^4 C\phi_{1,\frac{\alpha}{2}} F_+dy- \int_{y_*}^{y_1 } (2-k_0)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1 \partial_{y}F_+ dy- \int_{y_1}^{y_2 } (2-k_2)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1\partial_{y}F_+ dy \\ \geq& -\int_{y_*}^{y_2} \varepsilon^4C \phi_{1,\frac{\alpha}{2}} F_+dy- (2-k_0)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1 F_+ (y_1)+(1-k_3)(2-k_2)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1\,d(x)\,(y_2 -y_1), \end{align}\] where \(k_0\), \(k_1\), \(k_2\), \(k_3\) and \(d(x)\) are defined in 131 , 132 , 136 and 137 respectively. Hence, by 138 , \[\begin{align} \label{dyfkdzu}\begin{aligned} &\int_{y_*}^{y_2} - \frac{A}{7}c_2d_0^2\varepsilon^2\phi_{1,\frac{\alpha}{2}} F_+-(1+\tilde{q})\partial_{y}F F_+dy \\&+\int_{y_*}^{y_2} [-(1+\tilde{q})\partial_{y}(K\partial_zu_n+(2-k_1)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1) +(2-k_0)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1\partial_y \zeta] F_+ dy \\ \leq & C\int_{y_*}^{y_2} F_+ ^2 dy,\end{aligned} \end{align}\tag{143}\] where we have used \[\begin{align} \int_{y_*}^{y_2} -(1+\tilde{q})\partial_{y}FF_+dy =-\frac{1}{2} (1+\tilde{q})F_+^2(y_2)+\int_{y_*}^{y_2} \frac{1}{2} \partial_{y}\tilde{q}F_+^2dy \leq C\int_{y_*}^{y_2} F_+^2dy, \end{align}\] and \[\begin{align} \int_{y_*}^{y_2} (2-k_0)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1\partial_y \zeta F_+ dy \leq &-(2-k_0)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1 \frac{1}{y_2-y_1}\int_{y_1}^{y_2}F_+ dy\\ \leq &-(2-k_0)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1 \frac{1}{y_2-y_1}\int_{y_1}^{y_2} (F_+(y_1)+\int_{y_1}^y\partial_yF_+ dy')dy \\ \leq &-(2-k_0)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1F_+(y_1)+(1+k_3)(2-k_0)\varepsilon^{2}e^{-\frac{A}{x+1}}C_1\,d(x)\, \frac{y_2-y_1}{2} . \end{align}\] Moreover, by straightforward calculation, we have \[\begin{align} \label{dz0n1}\begin{aligned} &\int_0^{N_1}[-\frac{1}{u_{n-1}}\partial_{z} (\frac{u_n}{u_{n-1}}\partial_{z}F) +(-\tilde{b}-\frac{\partial_zu_{n} }{u_{n-1}^2})\partial_zF+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}F+c_1F]F_+dz \\=& \int_0^\infty-\frac{1}{u_{n-1}}\partial_{z} (\frac{u_n}{u_{n-1}}\partial_{z}F) F_+ +\frac{1}{2}(-\tilde{b}-\frac{\partial_zu_{n} }{u_{n-1}^2})\partial_zF_+^2+(\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}+c_1)F_+^2dz \\ =&\int_0^\infty \frac{u_n}{u_{n-1}^2}(\partial_{z}F_+)^2dz-\int_0^\infty \frac{\partial_zu_{n-1}u_n}{2u_{n-1}^3}\partial_{z}(F_+^2)dz \\ &+ \int_0^\infty\frac{1}{2}\partial_z(\tilde{b}+\frac{\partial_zu_{n} }{u_{n-1}^2})F_+^2+(\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}+c_1)F_+^2dz \\ \geq & -C_{{\epsilon_0}}\int_0^{N_1}F_+^2dz, \end{aligned} \end{align}\tag{144}\] where \(C_{{\epsilon_0}}\) is a positive constant depending on \({\epsilon_0}\) and \(N_1\) is defined in 124 . Then combining 143 and 144 , we have \[\begin{align} \partial_x\int_{y_*}^{y_2} \int_0^{N_1} F_+^2dzdy\leq C_{{\epsilon_0}} \int_{y_*}^{y_2} \int_0^{N_1} F_+^2dzdy \quad \text{in} \quad [0,X]. \end{align}\] Therefore, we have \(\int_{y_*}^{y_2} \int_0^{N_1} F_+^2dydz=0\) in \([0,X]\) because \(F_+(0,y,z)=0\) by Grownwall inequality. Therefore, we prove the goal 119 and 120 . We can prove the other direction \[\begin{align} -( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\tau_1}^2\bar{u})-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}} \leq 0 \quad \text{in} \quad[0,X]\times[0,Y^*]\times[0,+\infty), \end{align}\]in a same way. Then we complete the proof of the theorem. ◻
Similarly, we have the following theorem.
Theorem 13. \[\begin{align} |\nabla_{\eta}^2u_n-\nabla_{\tau_1}^2\bar{u}|\leq &\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}},\quad|\nabla_{\xi}\nabla_{\eta}u_n-\nabla_{\tau_1}^2\bar{u}|\leq \frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}, \\|\nabla_{\xi}^2u_n-\nabla_{\tau_1}^2\bar{u}|\leq& \frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\]
Proof. Step 1 First, we estimate \(|\nabla_{\eta}^2u_n-\nabla_{\tau_1}^2\bar{u}|.\)
Compared to the proof of Theorem 12, we only need to consider the term \[\begin{align} \label{03-26-30-1} \nabla_{\eta}(\frac{1}{u_{n-1}}\partial_z(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}}\partial_z u_n)) \end{align}\tag{145}\] coming from \(\nabla_{\eta}f_1\) when we estimate \(|\nabla_{\eta}^2u_n-\nabla_{\tau_1}^2\bar{u}|,\) where \(f_1\) is defined in 98 . Since \[|\nabla_{\eta}(\frac{1}{u_{n-1}}\partial_z(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}}\partial_z u_n)) -(\nabla_{\eta}\partial_z\nabla_{\eta}\tilde{q})\frac{1}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}^2}\partial_z u_n |\leq \frac{C\phi_{1,0}}{u_{n-1}^{3-\frac{3\alpha}{2}}}.\] We will handle the term \((\nabla_{\eta}\partial_z\nabla_{\eta}\tilde{q})\frac{1}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}^2}\partial_z u_n\).
We consider this new structural term because by definition of \(\nabla_\eta\), it contains the term \[\begin{align} \label{26-03-30-1} \frac{ \partial_y\partial_z\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}^2}\partial_z u_n=\partial_y(\frac{\partial_z\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}^2}\partial_z u_n)+Remainder. \end{align}\tag{146}\] The order of \(\partial_y\partial_z\nabla_{\eta}\tilde{q}\) is one order higher than the orders of derivatives in the induction assumption. We will handle it similarly as we handled the term \(\partial_y(K\partial_z u_n)\) in Theorem 12. However \[|\frac{\partial_z\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}^2}\partial_z u_n|\leq \frac{C}{u_{n-1}^2}\phi_{1,0}.\] An extra multiplier \(\frac{C}{u_{n-1}^2}\) increasing the growth rate near \(z=0\) should be taken into account. Then we modify the auxiliary function \(F\) where an extra \(u_n^2\) was multiplied to \(f\). i.e. Take \(y_2-y_*\) small enough such that \[\begin{align} \label{y2u2} \gamma (1+\|\phi_{1,\frac{\alpha}{2}}\|_{L^\infty})(y_2-y_*)\leq \gamma u^2_{n}, \end{align}\tag{147}\] and \[\begin{align} \label{26-06-14-1} f\leq \epsilon_0\quad\text{in}\quad[0,X]\times[y_*,y_2]\times[0,N_1], \end{align}\tag{148}\] where we recall the definition of \(y_*\) defined in 121 . Set \[f=\nabla_{\eta}^2 u_n-\nabla_{\tau_1}^2 \bar{u}-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}-\gamma\quad \text{in}\quad [0,X]\times[0,Y]\times[0,+\infty),\] and in \([y_*,y_2]\), \[\begin{align} \label{26-03-29-2} \begin{aligned} F:=&u_n^2f -2\varepsilon^{2}e^{-\frac{A}{x+1}}C_1+2 \varepsilon^{2}e^{-\frac{A}{x+1}}C_1\zeta(y) +\gamma \phi_{1,\frac{\alpha}{2}}(y-y_*), \end{aligned} \end{align}\tag{149}\] where \(\zeta(y)\) is defined in 134 . Then \[\begin{align} &P_1 F-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zF+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}F+c_1F\\=& \partial_y(Ku_n^2\partial_z u_n)+ \partial_y(\frac{\partial_z\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}^3}{u_{n-1}^2}\partial_z u_n)+\cdots, \end{align}\] where the second term on the right hand side corresponds to 146 multiplied by \(u_n^2\) and the first two terms on the right hand side can be estimated like \(\partial_y (K\partial_z u_n)\) in the previous proof, since \[|Ku_n^2\partial_z u_n|+|\frac{\partial_z\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}^3}{u_{n-1}^2}\partial_z u_n|\leq \varepsilon^2 e^{-\frac{A}{x+1}}C.\] Next we handle the new terms appearing in the equation of \(F\) when we use \(u_n^2f.\)
Step 1.1 Equation of \(f\)
Comparing 98 with 99 , similar to 128 we have \[\begin{align} \label{26-03-30-4}\begin{aligned} &P_1 f-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zf+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}f+c_1f \\ =&\frac{1}{u_n^2}\partial_{y}(Ku_n^2\partial_zu_n)+ \frac{1}{u_n^2}\partial_y( \frac{\partial_z\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}^3}{u_{n-1}^2}\partial_z u_n) -f_{11}^u-\gamma(\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}+c_1) \\&-[P_1 \phi_{1,\frac{\alpha}{2}}-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z\phi_{1,\frac{\alpha}{2}}+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}\phi_{1,\frac{\alpha}{2}}+c_1\phi_{1,\frac{\alpha}{2}}]\frac{\varepsilon^2}{2}d_0^2 ,\end{aligned} \end{align}\tag{150}\] with \[\begin{align} |c_1|\leq \frac{C \phi_{1,0}}{u_{n-1}^2}, \quad |f_{11}^{u}|\leq C\varepsilon^2\phi_{1,0}+\frac{\varepsilon^2C\phi_{1,0}}{u_{n-1}^{3-\alpha}}. \end{align}\] Here we have used \[\begin{align} \frac{1}{u_n^2}\partial_{y}(K\partial_zu_n)u_n^2=& \frac{1}{u_n^2}\partial_{y}(Ku_n^2\partial_zu_n)-\frac{1}{u_n^2}K\partial_{y}u_n^2\partial_zu_n,\\ \frac{1}{u_n^2}\frac{\partial_y\partial_z\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}^3}{u_{n-1}^2}\partial_z u_n= & \frac{1}{u_n^2}\partial_y( \frac{\partial_z\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\frac{u_{n}^3}{u_{n-1}^2}\partial_z u_n)-\frac{1}{u_n^2}\partial_z\nabla_{\eta}\tilde{q}\partial_y ( \frac{u_{n}^3}{(1+\tilde{q})u_{n-1}^2}\partial_z u_n), \\ \nabla_{\eta}\partial_z\nabla_{\eta}\tilde{q}=&\partial_y\partial_z\nabla_{\eta}\tilde{q} -\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\partial_z^2\nabla_{\eta}\tilde{q}, \end{align}\]and \[\begin{align} \label{sm3} |\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\partial_z^2\nabla_{\eta}\tilde{q}|\leq \frac{C}{u_{n-1}^{1-\alpha}}\phi_{1,0} \quad\text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\tag{151}\] which imply \[|(\nabla_{\eta}\partial_z\nabla_{\eta}\tilde{q}-\partial_y\partial_z\nabla_{\eta}\tilde{q})\frac{1}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}^2}\partial_z u_n |\leq \frac{C}{u_{n-1}^{2-\alpha}}\phi_{1,0},\] because \(|\frac{1}{1+\tilde{q}}\frac{u_{n}}{u_{n-1}^2}\partial_z u_n|\leq \frac{C}{u_{n-1}}.\) 151 comes from \[\begin{align} \label{26-03-17-1} |\partial_z^2\nabla_{\eta}\tilde{q}|= |\partial_z^2(\partial_y\tilde{q}-\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\partial_z\tilde{q})| \leq \frac{C}{u_{n-1}^{2-\alpha}}\phi_{1,0}, \end{align}\tag{152}\] which can be derived from the equations of \(u_{n-1},\) \(v_{n-1}\) and the induction assumption in 44 .
Step 1.2 Equation of \(g=u_n^2f\)
By definition of \(P_1\) in 68 , we have \(g=u_{n}^2f\) satisfies
\[\begin{align} \begin{aligned} P_1g-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zg =&f[P_1u_{n}^2 -\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zu_n^2] +u_n^2[P_1f-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zf] \\& -2\frac{u_{n}}{u_{n-1}^2}\partial_{z}u_n^2\partial_{z}f\\ =&f[\frac{-2u_{n}(\partial_zu_{n} )^2 }{u_{n-1}^2}-\frac{2u_n(\partial_zu_{n})^2 }{u_{n-1}^2}] +u_n^2[P_1f-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zf] \\& -4\frac{u_{n}^2}{u_{n-1}^2}\partial_{z}u_n\partial_{z}f\\ =&u_n^2[P_1f-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zf] -fI_1 -\partial_{z}f I_2,\end{aligned} \end{align}\] with \[0\leq I_1\leq C\frac{u_n}{u_{n-1}^2}\leq C\frac{1}{u_{n-1}},\quad 0\leq I_2\leq C,\] where we have used by 76 , \[P_1 u_n^2=\frac{-2u_{n}(\partial_zu_{n} )^2 }{u_{n-1}^2} .\] Then \[\begin{align} \label{26-04-24-1}\begin{aligned} &P_1 g-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zg+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}g+c_1g\\ \leq &u_n^2[P_1f-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zf+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}f+c_1f] \\& +I_3\partial_zF+I_4 F +Ce^{-\frac{(z+\epsilon_0)^2}{x+1}}+Cu_{n-1}^2\phi_{1,\frac{\alpha}{2}}(y-y_*) ,\end{aligned} \end{align}\tag{153}\] with \(|I_3|+|\partial_zI_3|+|I_4|\leq C_{\epsilon_0}\) Note that \[P_1f-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_zf+\frac{\partial_zu_{n} \partial_zu_{n-1} }{u_{n-1}^3}f+c_1f\] follows from the equation of \(f\) in 150 . Take \[\gamma\leq e^{-A}\epsilon_0^5,\] which implies \(\gamma\leq e^{-A}u_{n-1}^5\ll u_{n-1}^5.\) Then by the definition of \(F\) in 149 , the following inequalities hold in \([y_*,y_2]\), \[\begin{align} f\geq &\frac{1}{u_n^2}F-\frac{1}{u_n^2}\gamma \phi_{1,\frac{\alpha}{2}}(y-y_*) \geq \frac{1}{u_n^2}F-u_{n-1}^3\phi_{1,\frac{\alpha}{2}}(y-y_*), \\ \frac{u_n^2}{u_{n-1}^2}\partial_z f\geq &\frac{1}{u_{n-1}^2}[\partial_zF-f\partial_zu_n^2-\gamma \partial_z\phi_{1,\frac{\alpha}{2}}(y-y_*)]\\ \geq &\frac{1}{u_{n-1}^2}\partial_zF-f\frac{2u_n\partial_zu_n}{u_{n-1}^2}-u_{n-1}^2\phi_{1,\frac{\alpha}{2}}(y-y_*) \\ \geq&\frac{1}{u_{n-1}^2}\partial_zF-\frac{\epsilon_0C}{u_{n-1}}e^{-\frac{(z+\epsilon_0)^2}{x+1}}-u_{n-1}^2\phi_{1,\frac{\alpha}{2}}(y-y_*) \\ \geq&\frac{1}{u_{n-1}^2}\partial_zF-Ce^{-\frac{(z+\epsilon_0)^2}{x+1}}-u_{n-1}^2\phi_{1,\frac{\alpha}{2}}(y-y_*) \end{align}\] where we have used \[-\partial_z\phi_{1,\frac{\alpha}{2}}\geq-\frac{\alpha}{2(z+{\epsilon_0})} \phi_{1,\frac{\alpha}{2}}\geq -\frac{C}{u_{n-1}}\phi_{1,\frac{\alpha}{2}},\] which can be derived by the definition of \(\phi_{1, \frac{\alpha}{2}}\) in 45 and the following calculation, \[\partial_z\phi_{1,\frac{\alpha}{2}}= \left\{ \begin{align} \frac{\alpha}{2(z+{\epsilon_0})} \phi_{1,\frac{\alpha}{2}},\quad & 0\leq -\frac{z+{\epsilon_0}}{\sqrt{x+1}}\leq \delta,\\ 0,\quad & \delta\leq \frac{z+{\epsilon_0}}{\sqrt{x+1}}\leq N,\\ -\frac{2(z+{\epsilon_0})}{x+1}\mu\phi_{1,\frac{\alpha}{2}} ,\quad\quad & \frac{z+{\epsilon_0}}{\sqrt{x+1}}\geq N . \end{align}\right.\\\]
Then the proof proceeds similarly as the proof of Theorem 12.
Step 2 Next, we prove \(|\nabla_{\xi}\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}^2\bar{u}|\leq \frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}\).
Recall 98 and 99 for the equations of \(\nabla_{\eta} u_n\) and \(\nabla_{\xi } u_n\). Then the key term \((1+\tilde{q})\partial_{y}(K\partial_zu_n)\) in 113 is replaced by \(\partial_x(\mp K\partial_z u_n )\) and \((1+\tilde{q})\partial_x(\pm K\partial_z u_n)\) when we estimate \(\pm(\nabla_{\xi}\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}^2\bar{u})\). The proof is similar to the proof of Theorem 12 and Step 1. For example, we will estimate \(\nabla_{\xi}^2u_n-\nabla_{\tau_1}^2\bar{u}\) where \((1+\tilde{q})\partial_{y}(K\partial_zu_n)\) is replaced by \((1+\tilde{q})\partial_x( K\partial_z u_n)\). Set \[\begin{align} f= ( \nabla_{\xi}^2 u_n-\nabla_{\tau_1}^2\bar{u})-\frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}}-\gamma \quad \text{in} \quad[0,X]\times[0,Y]\times[0,+\infty). \end{align}\] As in the proof of Theorem 12, we apply proof by contradiction. Instead of 121 , set \[x_*:=\max \{x_0\in[0,X]|f(x,y,z)\leq 0,\,\,\{0\leq x\leq x_0\} \times[0,Y^*]\times[0,+\infty)\}<X.\] By the boundary condition, for some positive constant \(y_0<Y^*,\) \[\begin{align} \label{d32025} f<0\quad \text{in}\quad[0,X]\times[0,y_0]\times[0,N_1]\cup[0,X]\times[0,Y^*]\times[0,z_0]. \end{align}\tag{154}\] Similar estimates as in the proof of Theorem 12 hold for the sign of \(f\) and \(\partial_x f\) on \[D_{x_*}=\{x=x_*\}\times[y_0,Y^*]\times[z_0,N_1].\] Take a constant \(x_2\) such that \(x_2-x_*\) is sufficiently small and \(0<x_2-x_*\ll\min\{1,X-x_*\}\). Then by the continuity, for some domains \(D_1\) and \(D_2\) with \(D_1\cup D_2=[0,Y^*]\times[0,N_1]\), \[\begin{align} \label{26-03-15-3}\begin{aligned} f+\gamma \phi_{1,\frac{\alpha}{2}}(x-x_*) <&0 \quad \quad\quad\quad\quad \text{in} \quad [x_*,x_2]\times D_1 ,\\ \partial_x (f+\gamma \phi_{1,\frac{\alpha}{2}}(x-x_*))\geq&0 \quad\quad\quad\quad\quad \text{in} \quad [x_*,x_2]\times D_2,\end{aligned} \end{align}\tag{155}\] with noting \(\partial_x \phi_{1,\frac{\alpha}{2}}\geq 0\). Furthermore, take \(x_2-x_*\) sufficiently small such that \[\begin{align} \label{2026-03-15-1} |\frac{ e^{-\frac{A}{x_2+1}}}{ e^{-\frac{A}{x_*+1}}}-1|\ll 1, \end{align}\tag{156}\] which implies \[\begin{align} e^{-\frac{A}{x_2+1}}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu} \leq C\phi_{1,0}\quad \text{in}\quad[x_*,x_2]\times[0,Y^*]\times[0,+\infty), \end{align}\] and instead of 135 , \[\begin{align} \label{26-03-15-2} 2 \varepsilon^{2}e^{-A}C_1\frac{1}{x_2-x_1}\gg\max_{[0,X]\times[0,Y^*]\times[0,N_1]} |\partial_x f|+\gamma |\partial_x\big(\phi_{1,\frac{\alpha}{2}}(x-x_*)\big)|. \end{align}\tag{157}\] Next, instead of 133 , set\[F= f -2\varepsilon^{2}e^{-\frac{A}{x_2+1}}C_1(1-\zeta) +\gamma \phi_{1,\frac{\alpha}{2}}(x-x_*), \quad\text{in} \quad[x_*,x_2]\times[0,Y^*]\times[0,+\infty),\] where \[\zeta(x)= \left\{ \begin{align} 1,\quad & x_*\leq x\leq x_1,\\ 1-\frac{x-x_1}{x_2-x_1},\quad & x_1< x\leq x_2, \end{align}\right.\\\] By 157 , it holds \[\begin{align} \label{26-03-15-4} 1-k_3 \leq \frac{ -\partial_x F}{d}\leq 1+k_3\quad\text{in} \quad(x_1,x_2], \end{align}\tag{158}\] with \[\begin{align} d= \frac{2 \varepsilon^{2}e^{-\frac{A}{x_2+1}}C_1}{x_2-x_1}, \end{align}\] which corresponds to 136 . Then by \(1-\zeta\geq 0,\) 155 and 158 , we have \[\begin{align} \begin{aligned} \partial_x F_+\geq &0\quad \text{in} \quad [x_*,x_1)\times[0,Y^*]\times[0,N_1],\\ \partial_x F_+\leq &0\quad \text{in} \quad (x_1,x_2]\times[0,Y^*]\times[0,N_1]. \end{aligned} \end{align}\] Then instead of 143 , by integrating in \(x\) and using a similar argument as in the proof of Theorem 12, we have \[\begin{align} \begin{aligned} &\int_{x_*}^{x_2} - \frac{A}{7}c_2d_0^2\varepsilon^2\phi_{1,\frac{\alpha}{2}} F_+-\partial_{x}F F_+dx \\&+\int_{x_*}^{x_2} [-(1+\tilde{q})\partial_{x}(K\partial_zu_n+(2-k_1)\varepsilon^{2}e^{-\frac{A}{x_2+1}}C_1) +(2-k_0)\varepsilon^{2}e^{-\frac{A}{x_2+1}}C_1\partial_x \zeta] F_+ dx \\ \leq & C\int_{x_*}^{x_2} F_+ ^2 dx.\end{aligned} \end{align}\] Then we have \[\begin{align} \int_{x_*}^{x_2}\int_0^{N_1}(1+\tilde{q})\partial_{y}F F_+ dzdx\leq C_{\epsilon_0}\int_{x_*}^{x_2}\int_0^{N_1} F_+ ^2 dzdx \end{align}\] similar to 144 . Thus \[\begin{align} \begin{aligned} \partial_{y} \int_{x_*}^{x_2}\int_0^{N_1}(1+\tilde{q})F_+^2dzdx = & \int_{x_*}^{x_2}\int_0^{N_1}(1+\tilde{q})\partial_{y}F_+^2 +\partial_{y}\tilde{q}\,F_+^2dzdx \\ = &\int_{x_*}^{x_2}\int_0^{N_1}2(1+\tilde{q})\partial_{y}F F_+ +\partial_{y}\tilde{q}\,F_+^2dzdx \\ \leq & C_{\epsilon_0}\int_{x_*}^{x_2}\int_0^{N_1} F_+ ^2 dzdx \\ \leq & C_{\epsilon_0}\int_{x_*}^{x_2}\int_0^{N_1} (1+\tilde{q})F_+ ^2 dzdx\quad\text{in}\quad [0,Y^*].\end{aligned} \end{align}\] Hence, we have the conclusion \(\int_{x_*}^{x_2}\int_0^{N_1}(1+\tilde{q})F_+^2dzdx=0\) in \([0,Y^*]\) because \(F_+(x,0,z)=0\) by Grownwall inequality. This leads to a contradiction to the definition of \(x_*\) and the proof of the theorem is complete. ◻
Corollary 1. It holds that \[\begin{align} \label{15} |\nabla_{\xi,\eta}\nabla_{\xi,\eta}u_n-\nabla_{\xi,\eta}\nabla_{\xi,\eta}\bar{u}|\leq \frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\qquad{(16)}\]
Proof. We will prove \[\begin{align} \label{1106} |\nabla_{\eta}\nabla_{\xi}u_n-\nabla_{\eta}\nabla_{\xi}\bar{u}|\leq \frac{\varepsilon^2}{2}d_0^2\phi_{1,\frac{\alpha}{2}} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\tag{159}\] and the other inequalities can be derived similarly.
By 113 , \[\begin{align} \label{26-03-29-1}\begin{aligned} 0=&P_1( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\eta}\nabla_{\xi}\bar{u})-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\eta}\nabla_{\xi}\bar{u})+\tilde{c}( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\eta}\nabla_{\xi}\bar{u})\\&+(1+\tilde{q})\partial_{y}(K\partial_zu_n) +F^{new},\end{aligned} \end{align}\tag{160}\] where \[F^{new}:=-[P_1( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u})-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u})+\tilde{c}( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u})]+f_{12}^u,\] where \(f_{12}^u\) and \(\tilde{c}\) are the functions defined in 114 and 115 respectively.
Step 1 Decompose \(F^{new}\) into several structural components
Based on the following claims, we have \[\begin{align} \label{26-03-30-5} F^{new}:=\partial_yQ +I+f_{12}^u, \end{align}\tag{161}\] with \[\begin{align} \label{26-03-30-6} |Q|+ |I|\leq \frac{C}{u_{n-1}^2}\phi_{1,0}\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\tag{162}\]
Claim 1. The first two terms for \(P_1( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u})\) with \(P_1\) defined in 68 satisfy\[\begin{align} & \partial_x ( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u}) +(1+\tilde{q})\partial_{y}( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u}) \\=&\partial_{y}( Q_1)\partial_z \bar{u}+(1+\tilde{q})\partial_{y}( Q_2)\partial_z \bar{u}+\tilde{I}_1 \\=&\partial_{y}( Q_3)+\tilde{I}_2, \end{align}\] where \(Q_3=(Q_1+(1+\tilde{q}) Q_2)\partial_z \bar{u}\), \[\begin{align} Q_1&=-\frac{\int_0^z \partial_{x}\partial_x\bar{u}dz'}{\bar{u}}+\frac{\int_0^z \partial_{x}\partial_xu_{n-1}dz'}{u_{n-1}},\\ Q_2&=-\frac{\int_0^z \partial_{y}\partial_x\bar{u}dz'}{\bar{u}}+\frac{\int_0^z \partial_{y}\partial_xu_{n-1}dz'}{u_{n-1}}, \end{align}\] and \(\tilde{I}_1, \,\tilde{I}_2\) do not contain third-order tangential derivatives which are one order higher than the orders of derivatives in the induction assumption. In particular, by 44 , \(Q_3\) satisfies \[\begin{align} |Q_3|\leq 2\varepsilon^2 e^{-\frac{A}{x+1}}C,\quad|\tilde{I}_2|\leq C\frac{1}{u_{n}^2}\phi_{1,0} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\] for some constant \(C\) independent of \(\varepsilon.\)
Claim 2. The fourth and fifth terms of \(P_1( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u})\) are \[\begin{align} \begin{aligned} &-\frac{u_{n}}{u_{n-1}^2}\partial_{z}^2(( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u}))-\frac{1}{u_{n-1}}\partial_z(\frac{u_{n}}{u_{n-1}})\,\partial_{z} ( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u})\\ =& \partial_y( Q_6)+I_6 ,\end{aligned} \end{align}\] with \[\begin{align} |Q_6|+ |I_6|\leq \frac{C}{u_{n-1}^2}\phi_{1,0}\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\]
Claim 3. \[\begin{align} -\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u})+\tilde{c}( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u}) = \partial_y( Q_9)+I_9, \end{align}\]with \[\begin{align} |Q_9|+ |I_9|\leq \frac{C}{u_{n-1}^2}\phi_{1,0}\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\]
Proof of the claims:
Growth rates of \(\bar{u}\) and its derivatives are given in subsection 7.3.
For Claim 1, by the definitions, \[\begin{align} \nabla_{\eta}=\partial_y-\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\partial_z, \quad \nabla_{\xi}&=\partial_x-\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}}\partial_z. \end{align}\]Since \[\begin{align} \begin{aligned} \partial_{x,y}\partial_{y}(-\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}})\partial_z \bar{u}=& \partial_{y}\partial_{x,y}(-\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}})\partial_z \bar{u} \\ :=& \partial_{y}( -\frac{\int_0^z \partial_{x,y}\partial_xu_{n-1}dz'}{u_{n-1}})\partial_z \bar{u}+I_0,\end{aligned} \end{align}\] we have \[\begin{align} \label{26-03-15-5-1-1}\begin{aligned} \partial_{x,y}\nabla_{\eta}\nabla_{\xi}\bar{u}:=& \partial_{x,y} \partial_{y}\partial_x\bar{u}+\partial_{y}( -\frac{\int_0^z \partial_{x,y}\partial_xu_{n-1}dz'}{u_{n-1}})\partial_z \bar{u}+I_1 ,\end{aligned} \end{align}\tag{163}\] where \(I_0\) and \(I_1\) do not contain the third-order tangential derivatives \(\partial_{x,y}^3u_{n-1}.\) By the definitions, \(\nabla_{\tau_1} = \partial_x-\frac{\int_0^z \partial_{x}\bar{u}dz'}{\bar{u}}\partial_z\) and \(\nabla_{\tau_2} = \partial_y-\frac{\int_0^z \partial_{y}\bar{u}dz'}{\bar{u}}\partial_z.\) By the symmetry of \(\bar{u},\) we have \[\nabla_{\tau_1}^2\bar{u}=\nabla_{\tau_2}\nabla_{\tau_1}\bar{u}.\] Hence, similarly to 163 , it holds \[\begin{align} \partial_{x,y} \nabla_{\tau_1}^2\bar{u} := \partial_{x,y}\partial_{y}\partial_x\bar{u}+\partial_{y}( -\frac{\int_0^z \partial_{x,y}\partial_x\bar{u}dz'}{\bar{u}})\partial_z \bar{u}+I_2, \end{align}\] where \(I_2\) does not contain the third-order tangential derivatives \(\partial_{x,y}^3\bar{u}.\) In summary, \[\begin{align} \partial_{x,y} ( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u}):= \partial_{y}( -\frac{\int_0^z \partial_{x,y}\partial_x\bar{u}dz'}{\bar{u}}+\frac{\int_0^z \partial_{x,y}\partial_xu_{n-1}dz'}{u_{n-1}})\partial_z \bar{u}+I_3, \end{align}\]where \(I_3\) does not contain the third-order tangential derivatives. Then we can prove claim 1 by straight forward calculation and growth estimates.
Similarly, for Claim 2, note that \[\begin{align} \begin{aligned} \partial_{z}\partial_{y}(-\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}})\partial_z \bar{u}=& \partial_{y}\partial_{z}(-\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}})\partial_z \bar{u} \\ =& \partial_{y}( -\frac{ \partial_xu_{n-1}}{u_{n-1}}+\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}^2}\partial_zu_{n-1})\partial_z \bar{u} \\ =& \partial_{y}Q_4-( -\frac{ \partial_xu_{n-1}}{u_{n-1}}+\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}^2}\partial_zu_{n-1})\partial_z\partial_{y} \bar{u}, \\ \partial_{z}^2\partial_{y}(-\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}})\partial_z \bar{u} =& \partial_{y}\partial_z( -\frac{ \partial_xu_{n-1}}{u_{n-1}}+\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}^2}\partial_zu_{n-1})\partial_z \bar{u}\\ =&\partial_{y} Q_5-\partial_z( -\frac{ \partial_xu_{n-1}}{u_{n-1}}+\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}^2}\partial_zu_{n-1})\partial_z \partial_{y}\bar{u},\end{aligned} \end{align}\] where \[\begin{align} Q_4=& ( -\frac{ \partial_xu_{n-1}}{u_{n-1}}+\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}^2}\partial_zu_{n-1})\partial_z \bar{u},\\ Q_5=&\partial_z( -\frac{ \partial_xu_{n-1}}{u_{n-1}}+\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}^2}\partial_zu_{n-1})\partial_z \bar{u}. \end{align}\] Here, the order of differentiation in \(\partial_{y}\partial_z \partial_xu_{n-1}\) is one order higher than the order of derivatives in the induction assumption. Then by straight forward calculation, we have \[\begin{align} \label{26-03-15-5-1}\begin{aligned} \partial_{z}( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u}):=&\partial_y Q_4+I_4,\\ \partial_{z}^2( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u}):=&\partial_y Q_5+I_5,\end{aligned} \end{align}\tag{164}\] with \[\begin{align} \label{26-03-30-2} |I_4|+u_{n-1}|I_5| \leq C\phi_{1,0},\quad|Q_4|\leq C\phi_{1,0},\quad |Q_5|\leq\frac{C}{u_{n-1}}\phi_{1,0}\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\tag{165}\] by the induction assumptions and in particular, by noting \[|\partial_y u_{n-1}|\leq Cu_{n-1}.\] Moreover, since \(|\partial_y Q_4|\leq\frac{C}{u_{n-1}}\phi_{1,0}\) by induction assumption, \[\begin{align} \label{26-03-30-3}\begin{aligned} u_{n-1}|\partial_{z}( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u})|\leq&C\phi_{1,0}, \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{aligned} \end{align}\tag{166}\]
Then by 68 and 164 , the fourth and fifth terms of \(P_1( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u})\) are \[\begin{align} \begin{aligned} &-\frac{u_{n}}{u_{n-1}^2}\partial_{z}^2( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u})-\frac{1}{u_{n-1}}\partial_z(\frac{u_{n}}{u_{n-1}})\,\partial_{z} ( \nabla_{\tau_1}^2\bar{u} -\nabla_{\eta}\nabla_{\xi}\bar{u})\\ =& \partial_y (-\frac{u_{n}}{u_{n-1}^2}Q_5)-Q_5\partial_y (-\frac{u_{n}}{u_{n-1}^2})+\partial_y[(\frac{u_{n}}{u_{n-1}^3}\partial_zu_{n-1}-\frac{\partial_zu_{n}}{u_{n-1}^2})Q_4] \\&-Q_4\partial_y(\frac{u_{n}}{u_{n-1}^3}\partial_zu_{n-1}-\frac{\partial_zu_{n}}{u_{n-1}^2}) -\frac{u_{n}}{u_{n-1}^2}I_5+(\frac{u_{n}}{u_{n-1}^3}\partial_zu_{n-1}-\frac{\partial_zu_{n}}{u_{n-1}^2})I_4\\ =& \partial_y( Q_6)+I_6 ,\end{aligned} \end{align}\] with \[\begin{align} |Q_6|+ |I_6|\leq \frac{C}{u_{n-1}^2}\phi_{1,0}\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\] by the induction assumptions and in particular, by noting \(|\partial_y u_{n-1}|\leq Cu_{n-1}.\)
For Claim 3, by the same method in the proof of claim 2, we can decompose \(-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u})\) as follows. Now we decompose the term \(\tilde{c}( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u}).\)
Since \[\begin{align} \begin{aligned} \nabla_{\eta}\nabla_{\xi}\bar{u}=& \partial_{y}\partial_x\bar{u}+\partial_{y}( -\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}}\partial_z \bar{u}) \\&-\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\partial_z\partial_x\bar{u}-\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\partial_z( -\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}}\partial_z \bar{u}),\end{aligned} \end{align}\]it holds \[\nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u}=\partial_y( Q_7)+I_7,\] where \(Q_7= -\frac{\int_0^z \partial_x\bar{u}dz'}{\bar{u}}\partial_z \bar{u}+\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}}\partial_z \bar{u}\) with \[\begin{align} |Q_7|+ | I_7|\leq&Cu_{n-1}\phi_{1,0} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\]
Moreover, by the expression of \(\tilde{c}\) in 115 , the induction assumptions and in particular, by noting \(|\partial_y u_{n-1}|\leq Cu_{n-1},\) we have \[\begin{align} |\tilde{c}|+|\partial_y\tilde{c}|\leq \frac{C}{u_{n-1}^3}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}\quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\] Then we have \[\begin{align} \begin{aligned} \tilde{c}( \nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u})=&\partial_y( Q_7\tilde{c})+I_7\tilde{c}-\partial_y\tilde{c}Q_7\\ =&\partial_y( Q_8)+I_8 ,\end{aligned} \end{align}\] with \[\begin{align} |Q_8|+ | I_8|\leq&\frac{C}{u_{n-1}^2}\phi_{1,0} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\] In summary, all the three claims hold.
Step 2 Reduction to the case similar to 150
Next, by 160 and 161 162 , \(\nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\eta}\nabla_{\xi}\bar{u}\) satisfies the following equation \[\begin{align} \begin{aligned} 0 =&P_1( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\eta}\nabla_{\xi}\bar{u})-\frac{\partial_zu_{n} }{u_{n-1}^2}\partial_z( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\eta}\nabla_{\xi}\bar{u})+\tilde{c}( \nabla_{\eta}\nabla_{\xi} u_n-\nabla_{\eta}\nabla_{\xi}\bar{u})\\&+\frac{1}{u_n^2}\partial_{y}E +f_{12}^{new},\end{aligned} \end{align}\] with \[\begin{align} E=[(1+\tilde{q})K\partial_zu_n+Q]u_n^2, \end{align}\] and \[\begin{align} \label{26-03-15-7} |E|\leq 2\varepsilon^2 e^{-\frac{A}{x+1}}C_1 \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\tag{167}\] where \[\begin{align} f_{12}^{new}:=&I-\partial_{y}\tilde{q}\,K\partial_zu_n -2\frac{\partial_y u_n}{u_n}[(1+\tilde{q})K\partial_zu_n+Q] +f_{12}^u. \end{align}\] Then by \(|\partial_y u_n|\leq Cu_n\), 162 and 116 , \(f_{12}^{new}\) satisfies \[\begin{align} |f_{12}^{new}|\leq \frac{C}{u_{n-1}^{2}}\phi_{1,0} +\frac{\varepsilon^2C\phi_{1,0}}{u_{n-1}^{3-\alpha}}, \end{align}\] which can be controlled by the barrier function. Then we derive 159 by using the same method as for the term 146 through the estimation on \(F=u_n^2 f+remainder\) defined in 149 in Theorem 13. ◻
First, we estimate in the domain \(\{ z\in[0,\delta_3]\}\cap\Omega\cap\{0\leq y\leq Y^*\}\) for some small positive constant \(\delta_3\) and then estimate in the domain \(\{ z\in[\delta_3,+ \infty)\}\cap\Omega\cap\{0\leq y\leq Y^*\}\).
Theorem 14. For a small positive constant \(\delta_3\), it holds \[\begin{align} \label{zh1} |\partial_z\nabla_{\eta,\xi}u_n-\partial_z\nabla_{\tau_1}\bar{u} |\leq \varepsilon^4 \phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_3\}. \end{align}\qquad{(17)}\]
Proof. To estimate \(|\partial_z\nabla_{\xi}u_n-\partial_z\nabla_{\tau_1}\bar{u} |,\) firstly by straightforward calculation, we have \[\begin{align} \frac{1}{2}(\partial_z\nabla_{\xi}u_{n}^2 - \partial_z \nabla_{\tau_1} \bar{u}^2)=&\partial_zu_{n}\nabla_{\xi}u_{n}+u_{n}\partial_z\nabla_{\xi}u_{n} -\partial_z\bar{u}\nabla_{\tau_1}\bar{u}-\bar{u}\partial_z\nabla_{\tau_1}\bar{u} \\ =&\partial_zu_{n}G+u_{n}\partial_z G +\nabla_{\tau_1}\bar{u}(\partial_zu_{n}-\partial_z\bar{u}) +(u_{n}-\bar{u})\partial_z\nabla_{\tau_1}\bar{u}, \end{align}\] where \(G=\nabla_{\xi}u_{n}-\nabla_{\tau_1}\bar{u}\).
Next, we claim that \[\begin{align} |\partial_z\nabla_{\xi}u_{n}^2 - \partial_z \nabla_{\tau_1} \bar{u}^2|\leq \varepsilon^5C\phi_{1,2\alpha}u_n+ e^{-\frac{A}{x+1}} C\bar{u}^2 \quad \text{in}\quad \{z\leq \varepsilon^3\}\cap\Omega\cap\{y\leq Y^*\}. \end{align}\] If the above claim holds, then we have \[\begin{align} \label{ungback} \pm(\partial_zu_{n}G+u_{n}\partial_z G)=\pm\partial_z(u_{n} G) \leq \varepsilon^5C\phi_{1,\alpha}u_n+ e^{-\frac{A}{x+1}} C\bar{u}^2. \end{align}\tag{168}\] Then for \(z\) near \(0,\) by \(|G|\leq e^{-\frac{A}{x+1}} C{\epsilon_0}^2\) on \(z=0\), we have\[\begin{align} | G| \leq \varepsilon^5C\phi_{1,\alpha}u_n+ e^{-\frac{A}{x+1}} C\bar{u}^2. \end{align}\] Substituting this to 168 , for sufficiently small positive constant \(\delta_3\) such that \[\begin{align} \label{delta3} \delta_3=\varepsilon^{\frac{5}{1-\alpha}}, \end{align}\tag{169}\] we have \[\begin{align} \label{zeta-2025-05-23} |\partial_z\nabla_{\xi}u_{n} - \partial_z \nabla_{\tau_1} \bar{u}|\leq \varepsilon^5 e^{-\frac{A}{x+1}} C\bar{u}^{\alpha}\quad\text{in}\quad\{ z\in[0,\delta_3]\}\cap\Omega\cap\{0\leq y\leq Y^*\}. \end{align}\tag{170}\] Similarly, we can prove \[\begin{align} |\partial_z\nabla_{\eta}u_{n} - \partial_z \nabla_{\tau_1} \bar{u}|\leq \varepsilon^5 e^{-\frac{A}{x+1}} C\bar{u}^{\alpha}\quad\text{in}\quad\{ z\in[0,\delta_3]\}\cap\Omega\cap\{0\leq y\leq Y^*\}. \end{align}\]
Proof of the claim
By 80 , we have \[\begin{align} \label{ntau1} \nabla_{n}^2\bar{u}^2=4\nabla_{\tau_1} \bar{u},\quad \nabla_{n}^2\nabla_{\tau_1}\bar{u}^2= \nabla_{\tau_1}\nabla_{n}^2\bar{u}^2=4\nabla_{\tau_1} ^2\bar{u}. \end{align}\tag{171}\] By 78 , straightforward calculation yields \[\begin{align} \label{xz5}\begin{aligned} I:=u_{n}\nabla_{\psi}^2\nabla_{\xi}u_{n}^2 - \bar{u}\nabla_{n}^2 \nabla_{\tau_1} \bar{u}^2= &\nabla_{\xi} ^2u_{n}^2 +\nabla_{\xi}\tilde{q}\nabla_{\eta}u_{n}^2+(1+\tilde{q})\nabla_{\xi}\nabla_{\eta}u_{n}^2 - 2\nabla_{\tau_1} ^2 \bar{u}^2\\ & -\nabla_{\xi}u_{n}\,\nabla_{\psi}^2u_{n}^2+\nabla_{\tau_1}\bar{u}\nabla_{n}^2 \bar{u}^2 .\end{aligned} \end{align}\tag{172}\]
Step 1 We will prove 174 .
Note by 171 , \[\begin{align} | \nabla_{\xi}u_{n}\,\nabla_{\psi}^2u_{n}^2-\nabla_{\tau_1}\bar{u}\nabla_{n}^2 \bar{u}^2|\leq& | (\nabla_{\xi}u_{n}-\nabla_{\tau_1}\bar{u})\nabla_{n}^2 \bar{u}^2|+|\nabla_{\xi}u_{n}( \nabla_{\psi}^2u_{n}^2-\nabla_{n}^2 \bar{u}^2)| \\ \leq &C\bar{u} u_{n-1}\phi_{1,0}. \end{align}\] In addition, \[\begin{align} |\nabla_{\xi}\tilde{q}\nabla_{\eta}u_{n}^2 +\tilde{q}\nabla_{\xi}\nabla_{\eta}u_{n}^2 |=& |2u_{n}\nabla_{\xi}\tilde{q}\nabla_{\eta}u_{n} +2\tilde{q}(u_{n}\nabla_{\xi}\nabla_{\eta}u_{n} + \nabla_{\xi}u_{n}\nabla_{\eta}u_{n} )|\leq \varepsilon^2Cu_{n-1}^{1+\frac{\alpha}{2}}\phi_{1,0}, \end{align}\] and \[\begin{align} |\nabla_{\xi} ^2u_{n}^2 +\nabla_{\xi}\nabla_{\eta}u_{n}^2 -2\nabla_{\tau_1} ^2 \bar{u}^2| =& |2(\nabla_{\xi} u_{n})^2+2 u_{n}\nabla_{\xi}^2 u_{n} +2\nabla_{\xi} u_{n}\nabla_{\eta} u_{n}+2 u_{n}\nabla_{\xi}\nabla_{\eta} u_{n} \\&-4(\nabla_{\tau_1} \bar{u})^2 -4\bar{u}\nabla_{\tau_1}^2\bar{u}| \\ \leq & C\varepsilon^2 d_0^2\bar{u}^{\frac{\alpha}{2}} u_{n-1} \phi_{1,0}+ C\bar{u}u_{n-1}\phi_{1,0}. \end{align}\] Therefore, by 172 , we have \[\begin{align} |I|=|u_{n}\nabla_{\psi}^2\nabla_{\xi}u_{n}^2 - \bar{u}\nabla_{n}^2 \nabla_{\tau_1} \bar{u}^2| \leq C\varepsilon^2 u_{n-1}^{1+\frac{\alpha}{2}} \phi_{1,0}+ C\bar{u}u_{n-1}\phi_{1,0}. \end{align}\] On the other hand, \[\begin{align} \label{26-03-31-2}\begin{aligned} I=& u_{n}\nabla_{\psi}^2\nabla_{\xi}u_{n}^2 - \bar{u}\nabla_{n}^2 \nabla_{\tau_1} \bar{u}^2\\= & u_{n}\nabla_{\psi}(\nabla_{\psi}\nabla_{\xi}u_{n}^2 - \nabla_{n} \nabla_{\tau_1} \bar{u}^2)+ (u_{n}\nabla_{\psi}- \bar{u} \nabla_{n}) \nabla_{n} \nabla_{\tau_1} \bar{u}^2\\= & u_{n}\nabla_{\psi}(\nabla_{\psi}\nabla_{\xi}u_{n}^2 - \nabla_{n} \nabla_{\tau_1} \bar{u}^2)+\bar{u}(\frac{u_{n}}{u_{n-1}}-1)\nabla_{n}^2 \nabla_{\tau_1} \bar{u}^2 \\= & \frac{ u_{n}}{u_{n-1}}\partial_z(\frac{1}{u_{n-1}}\partial_z\nabla_{\xi}u_{n}^2 - \frac{1}{\bar{u}}\partial_z \nabla_{\tau_1} \bar{u}^2)+\bar{u}(\frac{u_{n}}{u_{n-1}}-1)\nabla_{n}^2 \nabla_{\tau_1} \bar{u}^2,\end{aligned} \end{align}\tag{173}\] where we have used that \[\begin{align} (u_{n}\nabla_{\psi}- \bar{u} \nabla_{n}) \nabla_{n} \nabla_{\tau_1} \bar{u}^2=& (\frac{u_{n}}{u_{n-1}}-1)\partial_z\nabla_{n} \nabla_{\tau_1} \bar{u}^2\\ =&\bar{u}(\frac{u_{n}}{u_{n-1}}-1)\nabla_{n}^2 \nabla_{\tau_1} \bar{u}^2. \end{align}\] Then by 171 and 173 , we have \[\begin{align} \label{26-03-31-1} |\partial_z(\frac{1}{u_{n-1}}\partial_z\nabla_{\xi}u_{n}^2 - \frac{1}{\bar{u}}\partial_z \nabla_{\tau_1} \bar{u}^2) | \leq C\varepsilon^2 u_{n-1}^{1+\frac{\alpha}{2}} \phi_{1,0}+ C\bar{u}u_{n-1}\phi_{1,0}. \end{align}\tag{174}\]
Step 2 We will prove \(|\frac{1}{u_{n-1}}\partial_z\nabla_{\xi}u_{n}^2 - \frac{1}{\bar{u}}\partial_z \nabla_{\tau_1} \bar{u}^2|\leq \varepsilon^2 e^{-\frac{A}{x+1}}C{\epsilon_0}\) at \(z=0\), through the compatible boundary condition.
By the definition of \(\nabla_{\psi}\) and 32 , we have \[\begin{align} \label{26-03-30-7}\begin{aligned} \frac{1}{u_{n-1}}\partial_z\nabla_{\xi}u_{n}^2 - \frac{1}{\bar{u}}\partial_z \nabla_{\tau_1} \bar{u}^2=&\nabla_{\psi}\nabla_{\xi}u_{n}^2 - \nabla_{n} \nabla_{\tau_1} \bar{u}^2\\= & \nabla_{\xi}\nabla_{\psi}u_{n}^2 - \nabla_{\tau_1} \nabla_{n} \bar{u}^2\\ = & \nabla_{\xi}(2\frac{u_n}{u_{n-1}}\partial_zu_{n}) - \nabla_{\tau_1} (2\partial_z\bar{u}).\end{aligned} \end{align}\tag{175}\] And by the definition of \(\nabla_{\xi}\), we have when \(z=0,\) \[\begin{align} \label{xz6}\begin{aligned} \nabla_{\xi}(\frac{u_n}{u_{n-1}}\partial_zu_{n})=&\partial_x(\frac{u_n}{u_{n-1}}\partial_zu_{n}) -\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z(\frac{u_n}{u_{n-1}}\partial_zu_{n}) \\=&\partial_x(\frac{u_n}{u_{n-1}}\partial_zu_{n})\end{aligned} \end{align}\tag{176}\] because \(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}=0\) when \(z=0.\) So does \(\nabla_{\tau_1}\partial_z \bar{u}=\partial_{x}\partial_z \bar{u}\) at \(z=0.\) Substituting back to 175 , we complete step 2 by the compatible boundary condition.
Then combining step 1 and step 2, by multiplying \(\bar{u}\) to the integral of 174 , we have \[\begin{align} |\frac{\bar{u}}{u_{n-1}}\partial_z\nabla_{\xi}u_{n}^2 - \partial_z \nabla_{\tau_1} \bar{u}^2|\leq C\bar{u}^2(\varepsilon^2 u_{n-1}^{1+\frac{\alpha}{2}} \phi_{1,0}+ C\bar{u}u_{n-1}\phi_{1,0})+ e^{-\frac{A}{x+1}} C\bar{u}^2. \end{align}\] Since \(|\frac{\bar{u}}{u_{n-1}}-1|\leq \varepsilon^5\phi_{1,2\alpha}\) and \[\begin{align} |\partial_z\nabla_{\xi}u_{n}^2|=&|2\partial_z(u_{n}\nabla_{\xi}u_{n})| =|2\partial_zu_{n}\nabla_{\xi}u_{n}+2u_{n}\partial_z\nabla_{\xi}u_{n}| \leq Cu_ne^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}, \end{align}\] we have \[\begin{align} |\partial_z\nabla_{\xi}u_{n}^2 - \partial_z \nabla_{\tau_1} \bar{u}^2|\leq \varepsilon^5C\phi_{1,2\alpha}u_n+ e^{-\frac{A}{x+1}}C\bar{u}^2\quad \text{in}\quad \{z\leq \varepsilon^3\}\cap\Omega\cap\{y\leq Y^*\} \end{align}\] which gives the claim. And then we complete the proof of theorem. ◻
Remark 15. By ?? and Lemma 22 in Appendix, we have for \(\varepsilon\) being sufficiently small compared to \(\alpha,\) it holds \[\begin{align} \label{zh2} |\partial_z\nabla_{\eta,\xi}u_n-\partial_z\nabla_{\eta,\xi}\bar{u} |\leq \frac{ \varepsilon^2}{2+\frac{\alpha}{3}} \phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{0\leq z\leq \delta_\varepsilon\}, \end{align}\qquad{(18)}\] where \(\delta_\varepsilon=\min\{\varepsilon^6 ,\delta_3\}.\)
Now we estimate the derivatives in the domain away from \(z=0.\)
Theorem 16. It holds \[\begin{align} \label{1116-1} |\partial_z\nabla_{\eta,\xi}u_n-\partial_z\nabla_{\tau_1}\bar{u} |\leq \varepsilon^4 \phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{align}\qquad{(19)}\] which implies \[\begin{align} \label{1116-2} |\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}\bar{u} |\leq \varepsilon^3 \phi_{1,1} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\qquad{(20)}\]
Proof. Set \[H=\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}\bar{u}.\] We estimate \(\nabla_{\psi }H\) in \((0,X]\times(0,Y^*]\times[\delta_3,+\infty).\) By 101 , \[\begin{align} \label{h0} P_1H-\nabla_{\psi}H\nabla_{\psi}u_{n}-H\nabla_{\psi}^2u_{n}=R_2. \end{align}\tag{177}\] Observe that by 77 and the bootstrap assumption, it holds \[\begin{align} \label{h1}\begin{aligned}&|\nabla_{\psi}^2u_{n}|+|\nabla_{\psi}^3u_{n}| \leq C_{\delta_3}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}, \\&|\nabla_{\psi }\nabla_{\xi }H|+|\nabla_{\psi }\nabla_{\eta }H|+|\nabla_{\psi }H|+|\nabla_{\xi }H|+|\nabla_{\eta }H|+|H| \leq C_{\delta_3}\phi_{1,0}, \\& \text{in} \quad [0,X]\times[0,Y^*]\times[\delta_3,+\infty).\end{aligned} \end{align}\tag{178}\] Then by 177 , we have \[\begin{align} \label{h2} |\nabla_{\psi }^2H|\leq& C_{\delta_3}\phi_{1,0}\quad \text{in} \quad [0,X]\times[0,Y^*]\times[\delta_3,+\infty). \end{align}\tag{179}\] By 152 , we have \[\begin{align} \label{h21} |\nabla_{\psi }^2\nabla_{\eta}\tilde{q}|\leq& C_{\delta_3}\phi_{1,0}\quad \text{in} \quad [0,X]\times[0,Y^*]\times[\delta_3,+\infty). \end{align}\tag{180}\] Combining 178 180 and 42 , we have \[\begin{align} \label{h3} |\nabla_{\psi }R_2|\leq& C_{\delta_3}\phi_{1,0}\quad \text{in} \quad [0,X]\times[0,Y^*]\times[\delta_3,+\infty). \end{align}\tag{181}\] Therefore, by 177 , \[\begin{align} \label{h4} P_2\nabla_{\psi}H=R_3, \end{align}\tag{182}\] with \[\begin{align} \label{h5} |R_3|\leq& C_{\delta_3}\phi_{1,0}\quad \text{in} \quad [0,X]\times[0,Y^*]\times[\delta_3,+\infty), \end{align}\tag{183}\] where we have used \[\begin{align} \nabla_{\psi}\nabla_{\eta}=\nabla_{\eta} \nabla_{\psi}- \frac{ \nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}, \end{align}\] which is derived by \((1+\tilde{q})\nabla_{\tilde{\psi}}=\nabla_{\psi}\) in 32 . Moreover, by 76 , \(P_2 u_n=( \nabla_{\psi}u_n)^2.\) Then \[\begin{align} \label{565} P_2(u_n\nabla_{\psi}H)=R_4, \end{align}\tag{184}\] with \[\begin{align} \label{h10}\begin{aligned} R_4:=&u_nR_3+( \nabla_{\psi}u_n)^2\nabla_{\psi}H-2u_n\nabla_{\psi}u_n\nabla_{\psi}^2H,\\ |R_4|\leq& C_{\delta_3}\phi_{1,0}\quad \text{in} \quad [0,X]\times[0,Y^*]\times[\delta_3,+\infty),\end{aligned} \end{align}\tag{185}\] where we have used 178 179 and 183 . Set \[g=\pm u_n\nabla_{\psi}H-\varepsilon^{\frac{9}{2}}\phi_{1,0}.\] Then by 170 , we have \(g<0\) in \(z\in[0,\delta_3].\) Take \(A\gg C_{\delta_{3}}.\) Then \(P_2 g<0\) in \((0,X]\times(0,Y^*]\times[\delta_3,+\infty)\). Then we have ?? by the boundary condition and the maximum principle. ◻
Similarly, we have the following lemma.
Lemma 7. It holds \[\begin{align} |\partial_z\nabla_{\eta,\xi}u_n-\partial_z\nabla_{\eta,\xi}\bar{u} |\leq \varepsilon^4 \phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\geq\delta_\varepsilon\}, \end{align}\] where \(\delta_\varepsilon\) is defined in Remark 15.
Proof. Set \[\hat{H}=(\nabla_{\eta,\xi}u_n-\nabla_{\eta,\xi}\bar{u})\varphi_{\delta_\varepsilon},\] where \(\varphi_{\delta_\varepsilon}(z)\) is a smooth cutoff function such that \(0\leq \varphi_{\delta_\varepsilon}\leq 1\), \(\varphi_{\delta_\varepsilon}=1\) for \(z\geq \delta_\varepsilon\) and \(\varphi_{\delta_\varepsilon}=0\) for \(0\leq z\leq \frac{\delta_\varepsilon}{2},\) \(|\partial^j_z\varphi_{\delta_\varepsilon}|\leq C_{\delta_\varepsilon},\) \(j=1,2,3\). Here, \(C_{\delta_\varepsilon}\) is a positive constant depending on \(\delta_\varepsilon.\) Then by 184 , \[\begin{align} P_2(u_n\nabla_{\psi}\hat{H})=&R_5, \end{align}\] where \[\begin{align} R_5=&R_4\varphi_{\delta_\varepsilon}+P_2(\varphi_{\delta_\varepsilon}) u_n\nabla_{\psi}H-2u_n\nabla_{\psi}\varphi_{\delta_\varepsilon}\nabla_{\psi}(u_n\nabla_{\psi}H) \\& + P_2\big(\frac{u_n}{u_{n-1}}\partial_z(\nabla_{\tau_1}\bar{u}-\nabla_{\eta,\xi}\bar{u})\varphi_{\delta_\varepsilon}\big) \\&+P_2(u_n(\nabla_{\eta,\xi}u_n-\nabla_{\eta,\xi}\bar{u})\nabla_\psi\varphi_{\delta_\varepsilon}). \end{align}\] Then \[\begin{align} |R_5|\leq& C_{\delta_\varepsilon}\phi_{1,0}\quad \text{in} \quad [0,X]\times[0,Y^*]\times[\delta_\varepsilon,+\infty). \end{align}\] Set \[g=\pm u_n\nabla_{\psi}\hat{H}-\varepsilon^{\frac{9}{2}}\phi_{1,0}.\] By taking \(A\gg C_{\delta_{\varepsilon}},\) we have \(P_2 g<0\) in \((0,X]\times(0,Y^*]\times[\delta_\varepsilon,+\infty)\). Then by the boundary data and the maximum principle, we complete the proof of the theorem. ◻
Finally, we note that the second to last inequality in 56 is the direct consequence of the other inequalities in 56 . In fact, we have the following theorem.
Theorem 17. It holds that \[\begin{align} |\partial_{z}^2(u_n-\bar{u})|\leq \frac{\varepsilon e^{-\frac{A}{x+1}}}{1+\frac{\alpha}{6}}\min\{1,(z+ \frac{\bar{u}(x,y,0)}{\partial_z\bar{u}(x,y,0)})^\alpha\} \quad \text{in} \quad[0,X]\times[0,Y^*]\times[0,+\infty). \end{align}\]
Proof. By 22 , we have \[\begin{align} \label{68}\begin{aligned} \partial_{z}u_n^2= &[\int_0^z2u_{n-1}(\nabla_{\xi} u_n +(1+\tilde{q})\nabla_{\eta} u_n )dz']u_{n-1}+(\frac{1}{u_{n-1}}\partial_{z}u_n^2)|_{z=0}u_{n-1} \quad \text{in} \quad \Omega. \end{aligned} \end{align}\tag{186}\] Then \[\begin{align} \begin{aligned} \partial_{z}u_n= &[\int_0^zu_{n-1}(\nabla_{\xi} u_n +(1+\tilde{q})\nabla_{\eta} u_n )dz']\frac{u_{n-1}}{u_n}+(\frac{u_n}{u_{n-1}}\partial_{z}u_n)|_{z=0}\frac{u_{n-1}}{u_n} \quad \text{in} \quad \Omega.\end{aligned} \end{align}\] This implies \[\begin{align} \label{xzx1}\begin{aligned} \partial_{z}^2u_n= &\partial_{z}\{[\int_0^zu_{n-1}(\nabla_{\xi} u_n +(1+\tilde{q})\nabla_{\eta} u_n )dz']\frac{u_{n-1}}{u_n}\}\\&+(\frac{u_n}{u_{n-1}}\partial_{z}u_n)|_{z=0}\partial_{z}(\frac{u_{n-1}}{u_n} ),\\ \partial_{z}^2\bar{u}= &2\bar{u}\nabla_{\tau_1} \bar{u}. \end{aligned} \end{align}\tag{187}\] Therefore, \[\begin{align} \label{1116-3-exp}\begin{aligned} \partial_{z}^2(u_n-\bar{u})= &\partial_{z}\{[\int_0^zu_{n-1}(\nabla_{\xi} u_n +(1+\tilde{q})\nabla_{\eta} u_n )dz']\frac{u_{n-1}}{u_n}\}-2\bar{u}\nabla_{\tau_1} \bar{u} \\&+(\frac{u_n}{u_{n-1}}\partial_{z}u_n)|_{z=0}\partial_{z}(\frac{u_{n-1}}{u_n} ). \end{aligned} \end{align}\tag{188}\] We claim that the first term for \(\partial_{z}^2(u_n-\bar{u})\) in 188 satisfies \[\begin{align} \label{1029} |\partial_{z}\{[\int_0^zu_{n-1}(\nabla_{\xi} u_n +(1+\tilde{q})\nabla_{\eta} u_n )dz']\frac{u_{n-1}}{u_n}\}-2\bar{u}\nabla_{\tau_1} \bar{u}|\leq \varepsilon^2 C\phi_{1,1}. \end{align}\tag{189}\]
We prove the claim 189 as follows. By straightforward calculation, we have \[\begin{align} &\partial_{z}[\int_0^zu_{n-1}\nabla_{\xi} u_ndz'\frac{u_{n-1}}{u_n}]-\bar{u}\nabla_{\tau_1} \bar{u} \\ =&u_{n-1}\nabla_{\xi} u_n\frac{u_{n-1}}{u_n}-\bar{u}\nabla_{\tau_1} \bar{u}+\int_0^zu_{n-1}\nabla_{\xi} u_ndz' (\frac{\partial_z(u_{n-1}-u_n)}{u_n}-\frac{\partial_zu_n(u_{n-1}-u_n)}{u_n^2}) \\ =&u_{n-1}\nabla_{\xi} u_n\frac{u_{n-1}-u_n}{u_n}+u_{n-1}\nabla_{\xi} u_n-\bar{u}\nabla_{\tau_1} \bar{u}+\int_0^zu_{n-1}\nabla_{\xi} u_ndz' (\frac{\partial_z(u_{n-1}-u_n)}{u_n}-\frac{\partial_zu_n(u_{n-1}-u_n)}{u_n^2}) \\ =&u_{n-1}\nabla_{\xi} u_n\frac{u_{n-1}-u_n}{u_n}+(u_{n-1}-\bar{u})\nabla_{\xi} u_n+\bar{u}(\nabla_{\xi} u_n-\nabla_{\tau_1} \bar{u}) \\&+\int_0^zu_{n-1}\nabla_{\xi} u_ndz' (\frac{\partial_z(u_{n-1}-u_n)}{u_n}-\frac{\partial_zu_n(u_{n-1}-u_n)}{u_n^2}). \end{align}\] Since \(|\int_0^zu_{n-1}\nabla_{\xi} u_ndz'|\leq C\bar{u}^2,\) by ?? , ?? and induction assumption, we have \[\begin{align} \label{1117-1} |\partial_{z}[\int_0^zu_{n-1}\nabla_{\xi} u_ndz'\frac{u_{n-1}}{u_n}]-\bar{u}\nabla_{\tau_1} \bar{u}|\leq \varepsilon^2 C\phi_{1,1}\quad\text{in}\quad \Omega\cap\{0\leq y\leq Y^*\} . \end{align}\tag{190}\] We can estimate the other terms in 189 similarly by using \(|\tilde{q}|\leq\varepsilon^2 C\phi_{1,\alpha}\) and the induction assumption. Then the claim 189 holds.
Next, we estimate the other terms for \(\partial_{z}^2(u_n-\bar{u})\) in 188 . By Lemma 20 in Appendix, we have, for a small positive constant \(\delta_5\) independent of \(\varepsilon,\) \[\begin{align} \label{1117-2} \big|(\frac{u_n}{u_{n-1}}\partial_{z}u_n)|_{z=0}\partial_{z}(\frac{u_{n-1}}{u_n} )\big|\leq \frac{\varepsilon e^{-\frac{A}{x+1}}(z+\frac{u_n(x,y,0)}{\partial_zu_n(x,y,0)})^{\alpha}}{1+\frac{\alpha}{5}}\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\leq \delta_5\}. \end{align}\tag{191}\] Combining 190 and 191 , we have, \[\begin{align} |\partial_{z}^2(u_n-\bar{u})|\leq \frac{\varepsilon e^{-\frac{A}{x+1}}}{1+\frac{\alpha}{6}}\min\{1,(z+ \frac{\bar{u}(x,y,0)}{\partial_z\bar{u}(x,y,0)})^\alpha\} \quad \text{in} \quad[0,X]\times[0,Y^*]\times[0,\delta_5]. \end{align}\] On the other hand, by \(\partial_z \bar{u}>0\), 44 and 56 , we have \(u_{n-1}, u_n\geq c_0\delta_5\) in \([0,X]\times[0,Y^*]\times[\delta_5,+\infty).\) Then by ?? and ?? , \[\begin{align} |\partial_z (\frac{u_{n-1}}{u_n})|=|\partial_z (\frac{u_n-u_{n-1}}{u_n})|\leq \varepsilon^3 \phi_{1,\alpha} \quad \text{in} \quad [0,X]\times[0,Y^*]\times[\delta_5,+\infty). \end{align}\] Then \(|\partial_{z}^2(u_n-\bar{u})|\leq \frac{\varepsilon e^{-\frac{A}{x+1}}}{1+\frac{\alpha}{6}}(z+ \frac{\bar{u}(x,y,0)}{\partial_z\bar{u}(x,y,0)})^\alpha\) in \([0,X]\times[0,Y^*]\times[\delta_5,+\infty)\) because \[|(\frac{u_n}{u_{n-1}}\partial_{z}u_n)|_{z=0}|\leq C\quad \text{in} \quad[0,X]\times[0,Y^*].\] In summary, \(|\partial_{z}^2(u_n-\bar{u})|\leq \frac{\varepsilon e^{-\frac{A}{x+1}}}{1+\frac{\alpha}{6}}\min\{1,(z+ \frac{\bar{u}(x,y,0)}{\partial_z\bar{u}(x,y,0)})^\alpha\}\) in \([0,X]\times[0,Y^*]\times[0,+\infty).\) And this completes the proof of the theorem. ◻
By \(\frac{\bar{u}}{\partial_z \bar{u}}|_{z=0}=\epsilon_0(1+o(\epsilon_0)),\) we have \(|\partial_{z}^2u_{n}-\partial_{z}^2\bar{u}|\leq \frac{\varepsilon e^{-\frac{A}{x+1}}}{1+\frac{2\alpha}{13}}\min\{1,(z+\min_{[0,X]\times[0,Y]}\frac{\bar{u}(x,y,0)}{\partial_z\bar{u}(x,y,0)})^\alpha\} .\) Then we complete the proof of the bootstrap argument. Furthermore, we can derive the \(z\)-infinity decay estimate of \(\partial_z^2(u_n-\bar{u})\) through the equation.
Lemma 8. It holds that \[\begin{align} | \partial_{z}^2(u_n-\bar{u})|\leq C\varepsilon^{2.3} \phi_{1,\alpha}\quad\text{in}\quad \Omega\cap \{z\geq (\varepsilon d_0)^{\frac{1}{1-\alpha}}\}, \end{align}\] where \(d_0\) is defined in 56 .
Proof. By Theorem 5 and Theorem 7, we can improve the estimates for \(u_{n-1}-\bar{u}, v_{n-1}-\bar{u}, \partial_z(u_{n-1}-\bar{u})\) as follows. \[\begin{align} | u_{n-1}-\bar{u} |+| v_{n-1}-\bar{u} |\leq Cd_0\varepsilon^6 \phi_{1,0},\quad |\partial_z u_{n-1}-\partial_z\bar{u}|\leq \frac{d_0\varepsilon^4}{4} \phi_{1,\alpha}\quad \text{in} \quad \Omega. \end{align}\] Then for a small positive constant \(\alpha,\) \[\begin{align} \label{ubdep}\begin{aligned} |\frac{u_{n-1}}{u_{n}} -1|=&\frac{|u_{n-1}-u_{n}|}{u_{n}}\leq C\varepsilon^{4.5} \phi_{1,0} ,\quad\frac{|u_{n-1}-u_{n}|}{u_{n-1}^2}\leq C\varepsilon^3 \phi_{1,0},\\ \frac{ |\partial_z u_n-\partial_zu_{n-1}|}{u_{n-1}}\leq & C\varepsilon^{2.5} \phi_{1,\alpha}, \quad |\tilde{q}|=|\frac{q_{n-1}}{u_{n-1}}|\leq C\varepsilon^4 \phi_{1,0}\quad\text{in}\quad \Omega\cap \{z\geq (\varepsilon d_0)^{\frac{1}{1-\alpha}}\},\end{aligned} \end{align}\tag{192}\] because \(d_0\) is independent of \(\varepsilon\) and \[\begin{align} \label{lbdep} u_{n-1}, u_{n}, \bar{u}\geq c_0(\varepsilon d_0)^{\frac{1}{1-\alpha}}\quad\text{in}\quad \Omega\cap \{z\geq (\varepsilon d_0)^{\frac{1}{1-\alpha}}\}. \end{align}\tag{193}\] Recall \(c_0\) in 47 . Then \[\begin{align} \label{1104}\begin{aligned} |\partial_z (\frac{ u_n}{u_{n-1}})|=&|\partial_z (\frac{ u_n-u_{n-1}}{u_{n-1}})|\\ \leq &\frac{ |\partial_z u_n-\partial_zu_{n-1}|}{u_{n-1}}+\frac{\partial_zu_{n-1}|u_{n-1}-u_{n}|}{u_{n-1}^2} \\ \leq& C\varepsilon^{2.5} \phi_{1,0}\quad\text{in}\quad \Omega\cap \{z\geq (\varepsilon d_0)^{\frac{1}{1-\alpha}}\}.\end{aligned} \end{align}\tag{194}\] Next, by 22 , we have \[\begin{align} \begin{aligned} \partial_{z}^2u_n= &[u_{n-1}(\nabla_{\xi} u_n +(1+\tilde{q})\nabla_{\eta} u_n )-\partial_{z}u_n \partial_{z}(\frac{u_n}{u_{n-1}} )]\frac{u_{n-1}}{u_{n}},\\ \partial_{z}^2\bar{u}= &2\bar{u}\nabla_{\tau_1} \bar{u} . \end{aligned} \end{align}\] Then by Theorem 10, i.e. \(|\nabla_{\eta,\xi}u_n-\nabla_{\tau_1}\bar{u} |\leq C\varepsilon^5 \phi_{1,0}\) in \(\Omega,\) 192 and 194 , we have \[\begin{align} | \partial_{z}^2(u_n-\bar{u})|\leq C\varepsilon^{2.5} \phi_{1,0}\quad\text{in}\quad \Omega\cap \{z\geq (\varepsilon d_0)^{\frac{1}{1-\alpha}}\}. \end{align}\] In particular, for \(\varepsilon\) small enough, we have \[\begin{align} C\varepsilon^{0.2} \phi_{1,0} \leq\phi_{1,\alpha},\quad (\varepsilon d_0)^{\frac{1}{1-\alpha}}\leq z\leq \delta, \end{align}\] because for \(\frac{\alpha}{1-\alpha}\leq 0.1,\) it holds \[C\varepsilon^{0.2}\leq \frac{1}{2}(\frac{1}{\sqrt{X+1}})^\alpha(\varepsilon d_0)^{\frac{\alpha}{1-\alpha}} \leq (\frac{z+\epsilon_0}{\sqrt{x+1}})^\alpha,\quad (\varepsilon d_0)^{\frac{1}{1-\alpha}}\leq z\leq \delta,\] where \(\delta\) is defined in 45 . And this completes the proof of the lemma. ◻
In the Appendix, we will give some details of the calculations, derivation and the change of variables together with the transformation between derivatives, the approximation of the boundary data, growth rates of the background flow, commutator \(K\), the barrier functions and some basic estimates used in the proof.
By straightforward calculation, for any positive constants \(a,b ,k\) satisfying \(b^2=ak,\) we have,
For 2D, if \((u,w)\) is the solution to 7 , then \[\begin{align} (\tilde{u}(x,z),\tilde{w}(x,z))=(ku(ax,bz),bw(ax,bz)) \end{align}\] is also a solution to 7 with \(\tilde{U}=kU\) replacing \(U.\)
For 3D, if \((u,v,w)\) is the solution to 1 , then \[\begin{align} (\tilde{u}(x,y,z),\tilde{v}(x,y,z),\tilde{w}(x,y,z))=(ku(ax,ay,bz),kv(ax,ay,bz),bw(ax,ay,bz)) \end{align}\] is also a solution to 1 with \(\tilde{U}=kU\) replacing \(U.\)
In particular, letting \((u,v,w)\) and \((u_B,v_B,w_B)\) be the profiles in Theorem 1 and taking \[a=\frac{1}{\theta}(X+1),\quad b=\sqrt{\frac{3\mu}{2m_0}}\] for any small positive constants \(\theta\) and \(\mu\) independent of \(\varepsilon\), then \((\tilde{u},\tilde{v},\tilde{w})\) and \((\tilde{u}_B,\tilde{v}_B,\tilde{w}_B)\) defined by the self-similar change \[\begin{align} \label{26-02-08-sscg} (\tilde{u}(x,y,z),\tilde{v}(x,y,z),\tilde{w}(x,y,z))=(ku(ax,ay,bz),kv(ax,ay,bz),bw(ax,ay,bz)) \end{align}\tag{195}\] are solutions to 1 defined on \[\begin{align} [0,\frac{X}{X+1}\theta]\times[0,\frac{Y}{X+1}\theta]\times[0,\infty) \subset[0,\theta]\times[0,Y]\times[0,\infty) \end{align}\]with \[\begin{align} \partial_z \tilde{u}_B&\gtrsim e^{-\frac{3}{2}\mu z^2}\quad\text{for}\quad z>0, \\ |\partial_x^{n_1} \partial_y^{n_2} \partial_z^{n_3}\tilde{u}_B| \lesssim e^{-\mu z^2}&\lesssim e^{-\mu \frac{z^2}{1+x}}\quad\text{as}\quad z\rightarrow+\infty. \end{align}\]
Set \[\begin{align} \label{1118-2} \bar{u}(x,y,z)=u_B(x,y,z+{\epsilon_0}),\quad u_{bd}^{\epsilon_0}(x,y,z)=u_{bd}(x,y,z+{\epsilon_0}), \end{align}\tag{196}\] and define \[\begin{align} h:=u_{bd}^{\epsilon_0} -\bar{u}\quad\text{on}\quad (\{x=0\}\cup\{y=0\})\cap([0,X]\times[0,Y]\times[0,\epsilon_0]). \end{align}\] By extension theorem such as Whitney extension theorem, we extend \(h\) to a smooth function \(\tilde{h}\) defined on \([0,X]\times[0,Y]\times[0,\epsilon_0]\) preserving the growth rates with respect to \(\epsilon_0\). Take \[\begin{align} \label{appbdry}\begin{aligned} u_n(x,y,0):=\bar{u}(x,y,0)+\tilde{h}(x,y,0)&\quad(x,y) \in[0,X]\times[0,Y],\\ u_n(x,0,z):=u_{bd}^{\epsilon_0}(x,0,z)&\quad (x,z) \in[0,X]\times[0,+\infty),\\ u_n(0,y,z):=u_{bd}^{\epsilon_0}(0,y,z)&\quad (y,z) \in[0,Y]\times[0,+\infty).\end{aligned} \end{align}\tag{197}\] For the boundary value on \(z=0,\) by \(|u_{bd}-u_B|\leq \varepsilon^8 \Phi_2\) in ?? and 197 , it holds \[\begin{align} \label{tria0106} |u_{n}-\bar{u}|(x,y,0)\leq \varepsilon^8 e^{-\frac{A}{x+1}}C\epsilon_0^2, \end{align}\tag{198}\] which leads to the non-degenerate boundary value on \(z=0,\) i.e. \[\begin{align} \label{26-06-10-ncg} u_n(x,y,0)\sim \epsilon_0 \quad\text{on}\quad z=0, \end{align}\tag{199}\] since \(\bar{u}(x,y,0)=u_B(x,y,\epsilon_0)\sim \epsilon_0\) by noting \(\partial_z u_B|_{z=0}>0\) and \(u_B|_{z=0}=0.\) By 198 and 199 , we have \[\begin{align} \label{flw0106} |u_{n}^2-\bar{u}^2|(x,y,0)\leq \varepsilon^8 e^{-\frac{A}{x+1}} C\epsilon_0^3. \end{align}\tag{200}\] Moreover, by ?? , \[\begin{align} \label{dzcompat} |\partial_zu_{bd}-\partial_zu_B|\leq \varepsilon^7 \Phi_2. \end{align}\tag{201}\] Then by 201 , \[\begin{align} |u_{bd}-u_B|=&|\int_0^z\partial_z u_{bd}-\partial_z u_B dz'|\\ \leq &\varepsilon^7 e^{-\frac{A}{x+1}} C\min\{z^3,1\}. \end{align}\]Hence, it holds \[\begin{align} \label{z0ep3} |u_{n}-\bar{u}|(x,y,0) \leq \varepsilon^7 e^{-\frac{A}{x+1}}C\epsilon_0^3. \end{align}\tag{202}\]
On the other hand, noting that the boundary data such as \(\partial_xu_n|_{x=0}\) and \(\partial_yu_n|_{y=0}\) are obtained by compatibility as shown in 15 , we can obtain the growth rates of derivatives of \(u_n-\bar{u}\) on the boundary by ?? .
Furthermore, we can derive the growth rates of the vector field derivatives of boundary data based on subsection 7.3 as follows. \[\begin{align} \begin{aligned} | \nabla _{\eta,\xi} (u_{n}-\bar{u})|\leq \varepsilon^6 C\bar{u}\phi_{1,1}\quad \text{on}\quad &(\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega},\\ | \partial_z\nabla _{\eta,\xi} (u_{n}-\bar{u})|\leq \varepsilon^6 C\phi_{1,1}\quad \text{on}\quad &(\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega},\\ | \nabla _{\eta,\xi} \nabla _{\eta,\xi}(u_{n}-\bar{u})|\leq \varepsilon^6 C\phi_{1,1}\quad \text{on}\quad &(\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega},\\ | \nabla _{\eta,\xi} \bar{u}-\nabla_{\tau_1}\bar{u}|\leq \varepsilon^6 C\bar{u}\phi_{1,1}\quad \text{on}\quad &(\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega},\\ | \partial_z(\nabla _{\eta,\xi} \bar{u}-\nabla_{\tau_1}\bar{u})|\leq \varepsilon^6 C\phi_{1,1}\quad \text{on}\quad &(\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega},\\ | \nabla _{\eta,\xi} \nabla _{\eta,\xi}\bar{u}-\nabla_{\tau_1}^2\bar{u}|\leq \varepsilon^6 C\phi_{1,1}\quad \text{on}\quad &(\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega}, \end{aligned} \end{align}\] In fact, by 31 , we have \[\begin{align} \partial_z\nabla _{\eta} (u_{n}-\bar{u})= & \partial_z\partial_y(u_{n}-\bar{u})-\partial_z( \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}})\partial_z(u_{n}-\bar{u}) \\&- \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\partial_z^2(u_{n}-\bar{u}). \end{align}\] Then by the compatible boundary conditions, it holds \[\begin{align} | \partial_z\nabla _{\eta} (u_{n}-\bar{u})|\leq \varepsilon^6 C\phi_{1,1}\quad \text{on}\quad (\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega}, \end{align}\] which implies \[\begin{align} | \nabla _{\eta} (u_{n}-\bar{u})|\leq \varepsilon^6 C\bar{u}\phi_{1,1}\quad \text{on}\quad (\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega}. \end{align}\]
By 31 , we have \[\begin{align} \begin{aligned} \nabla _{\eta} \nabla _{\xi}(u_{n}-\bar{u})=&\partial_{yx}^2(u_{n}-\bar{u})- \frac{\int_0^z \partial_{xy}^2u_{n-1}dz'}{u_{n-1}}\partial_z (u_{n}-\bar{u}) \\&+ \frac{\partial_yu_{n-1}\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}^2}\partial_z (u_{n}-\bar{u}) \\&- \frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_{zy}^2 (u_{n}-\bar{u}) - \frac{\int_0^z \partial_{y}v_{n-1}dz'}{v_{n-1}}\partial_z\nabla _{\xi}(u_{n}-\bar{u}). \end{aligned} \end{align}\] Then by the compatible boundary conditions, it holds \[\begin{align} | \nabla _{\eta}\nabla _{\xi} (u_{n}-\bar{u})|\leq \varepsilon^6 C\phi_{1,1}\quad \text{on}\quad (\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega}. \end{align}\] Next, since \[\begin{align} \partial_z\nabla_{\xi}\bar{u}=& \partial_z\partial_x\bar{u}+\partial_{z}( -\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}}\partial_z \bar{u}) , \end{align}\] and \[|\partial_x(u_{n-1}-\bar{u})|\leq \varepsilon^6 C\bar{u}\phi_{1,1}\] which is derived from \(|\partial_z\partial_x(u_{bd}-u_B)|\leq \varepsilon^6 C\Phi_{1}\) in ?? , by the compatible boundary conditions, it holds \[\begin{align} |\partial_z(\nabla_{\tau_1}\bar{u}-\nabla_{\xi}\bar{u})|\leq \varepsilon^6 C\phi_{1,1}\quad \text{on}\quad (\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega}. \end{align}\] which implies\[\begin{align} |\nabla_{\tau_1}\bar{u}-\nabla_{\xi}\bar{u}|\leq \varepsilon^6 C\bar{u}\phi_{1,1}\quad \text{on}\quad (\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega}. \end{align}\] Based on this, by \[\begin{align} \begin{aligned} \nabla_{\eta}\nabla_{\xi}\bar{u}=& \partial_{y}\partial_x\bar{u}+\partial_{y}( -\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}}\partial_z \bar{u}) \\&-\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\partial_z\partial_x\bar{u}-\frac{\int_0^z \partial_yv_{n-1}dz'}{v_{n-1}}\partial_z( -\frac{\int_0^z \partial_xu_{n-1}dz'}{u_{n-1}}\partial_z \bar{u}),\end{aligned} \end{align}\]and the compatible boundary conditions, it holds \[\begin{align} |\nabla_{\tau_1}^2\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u}|=|\nabla_{\tau_2}\nabla_{\tau_1}\bar{u}-\nabla_{\eta}\nabla_{\xi}\bar{u}| \leq \varepsilon^6 C\phi_{1,1}\quad \text{on}\quad (\{x=0\}\cup\{y=0\}\cup\{z=0\})\cap\overline{\Omega}. \end{align}\] Similarly, we can derive the other inequalities.
Here are the growth rates of the smooth function \(\bar{u}\) and its derivatives which are used in the proofs. By the properties of the background profile \(u_B\), we have for any \(k,m \in \mathbf{Z}_+,\) \(l\in\mathbf{N},\) \[\begin{align} |\partial_x^k\bar{u}|\leq C_k\bar{u}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}, \quad |\partial_x^l\partial_z^m\bar{u}|\leq C_{l,m}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}. \end{align}\] This implies \[\begin{align} \label{nnbaru1}\begin{aligned} &|\nabla_{\tau_1}^k \bar{u}|\leq C\bar{u}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\quad |\nabla_{n}^2 \bar{u}|\leq \frac{C}{\bar{u}^3}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\quad |\nabla_{\tau_1}\nabla_{n}^2 \bar{u}|\leq \frac{C}{\bar{u}^3}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}, \\& |\partial_z\nabla_{\tau_1}\nabla_{n}^2 \bar{u}|\leq \frac{C}{\bar{u}^4}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\end{aligned} \end{align}\tag{203}\] where we have used \(\nabla_{n}(gh)=\frac{1}{\bar{u}}\partial_z(gh)=h\nabla_{n}g+g\nabla_{n}h\), and for some positive constant \(\bar{\delta},\) \(0<2c_0\leq \partial_z \bar{u}\leq 2C_0\) for \(z\in[0,\bar{\delta}].\) Moreover, since \[\begin{align} \label{taunu} 0= &\nabla_{\tau_1} \bar{u}+ \nabla_{\tau_1} \bar{u}-\nabla_{n}( \bar{u}\nabla_{n} \bar{u}), \end{align}\tag{204}\] and \[\begin{align} \nabla_{n} \bar{u}=&\frac{\partial_z\bar{u}}{\bar{u}}, \quad \nabla_{n}( \bar{u}\nabla_{n} \bar{u})=\frac{1}{\bar{u}}\partial_z^2\bar{u}, \quad\partial_z^3\bar{u}|_{z=0}=0, \end{align}\] we have \[\begin{align} \label{nnbaru}\begin{aligned} &|\partial_z^3\bar{u}|\leq C\bar{u}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\quad |\partial_z^2\bar{u}|\leq C\bar{u}^2e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\quad |\nabla_{n}^2 \bar{u}^2|\leq C\bar{u}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\\& |\nabla_{n}^2 \bar{u}|\leq \frac{C}{\bar{u}^3}e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\quad |\partial_z\nabla_{n}^2 \bar{u}^2|\leq Ce^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\end{aligned} \end{align}\tag{205}\] and \(4\bar{u}\nabla_{\tau_1} \bar{u}=\partial_z ( \nabla_{n} \bar{u}^2)\) so that \[\begin{align} \label{znbaru} |\partial_z \nabla_{n} \bar{u}^2|\leq C\bar{u}^2e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu}. \end{align}\tag{206}\]
Suppose that \(f\) is a smooth function. By 32 , 33 and 34 , we have the following calculation.
\[\begin{align} \nabla_{\xi} ( \nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f) =& \nabla_{\xi}^2f+ \nabla_{\xi}\tilde{q}\,\nabla_{\eta}f +(1+\tilde{q})\nabla_{\xi}\nabla_{\eta}f,\\ \nabla_{\eta} ( \nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f) =& \nabla_{\eta}\nabla_{\xi}f+ \nabla_{\eta}\tilde{q}\,\nabla_{\eta}f +(1+\tilde{q})\nabla_{\eta}^2f. \end{align}\] By 34 , we have \[\begin{align} \label{communicator} \nabla_{\xi}\nabla_{\eta} =\nabla_{\eta} \nabla_{\xi}+K\partial_z. \end{align}\tag{207}\] Then \[\begin{align} &\nabla_{\eta} \nabla_{\xi}^2f +(1+\tilde{q})\nabla_{\eta}\nabla_{\xi}\nabla_{\eta}f \\=&(\nabla_{\xi}\nabla_{\eta} -K\partial_z)\nabla_{\xi}f +(1+\tilde{q})\nabla_{\eta}(\nabla_{\eta}\nabla_{\xi}+K\partial_z)f\\ =&\nabla_{\xi}\nabla_{\eta}\nabla_{\xi}f-K\partial_z\nabla_{\xi}f +(1+\tilde{q})\nabla_{\eta}(\nabla_{\eta}\nabla_{\xi}f) \\&+(1+\tilde{q})\nabla_{\eta}(K\partial_zf), \end{align}\]and \[\begin{align} &\nabla_{\xi} \nabla_{\eta}\nabla_{\xi}f +(1+\tilde{q})\nabla_{\xi}\nabla_{\eta}^2f\\ =&\nabla_{\xi} (\nabla_{\xi}\nabla_{\eta}-K\partial_z)f +(1+\tilde{q})(\nabla_{\eta}\nabla_{\xi}+K\partial_z)\nabla_{\eta}f \\=&\nabla_{\xi} (\nabla_{\xi}\nabla_{\eta}f)-\nabla_{\xi}(K\partial_zf) +(1+\tilde{q})\nabla_{\eta}(\nabla_{\xi}\nabla_{\eta}f) +(1+\tilde{q})K\partial_z\nabla_{\eta}f. \end{align}\] This implies \[\begin{align} &\nabla_{\eta} \nabla_{\xi} ( \nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f) \\ =& \nabla_{\eta} \nabla_{\xi}^2f +(1+\tilde{q})\nabla_{\eta}\nabla_{\xi}\nabla_{\eta}f + \nabla_{\eta} \nabla_{\xi}\tilde{q}\,\nabla_{\eta}f+ \nabla_{\xi}\tilde{q}\,\nabla_{\eta}^2f +\nabla_{\eta}\tilde{q}\nabla_{\xi}\nabla_{\eta}f \\ =&\nabla_{\xi}\nabla_{\eta}\nabla_{\xi}f-K\partial_z\nabla_{\xi}f +(1+\tilde{q})\nabla_{\eta}(\nabla_{\eta}\nabla_{\xi}f) +(1+\tilde{q})\nabla_{\eta}(K\partial_zf) \\&+ \nabla_{\eta} \nabla_{\xi}\tilde{q}\,\nabla_{\eta}f+ \nabla_{\xi}\tilde{q}\,\nabla_{\eta}^2f +\nabla_{\eta}\tilde{q}\nabla_{\xi}\nabla_{\eta}f, \end{align}\]and \[\begin{align} & \nabla_{\xi} \nabla_{\eta} ( \nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f) \\ =& \nabla_{\xi} \nabla_{\eta}\nabla_{\xi}f +(1+\tilde{q})\nabla_{\xi}\nabla_{\eta}^2f+ \nabla_{\xi} \nabla_{\eta}\tilde{q}\,\nabla_{\eta}f+\nabla_{\eta}\tilde{q}\, \nabla_{\xi} \nabla_{\eta}f+\nabla_{\xi} \tilde{q}\, \nabla_{\eta}^2f \\=&\nabla_{\xi} (\nabla_{\xi}\nabla_{\eta}f)-\nabla_{\xi}(K\partial_zf) +(1+\tilde{q})\nabla_{\eta}(\nabla_{\xi}\nabla_{\eta}f) +(1+\tilde{q})K\partial_z\nabla_{\eta}f \\&+ \nabla_{\xi} \nabla_{\eta}\tilde{q}\,\nabla_{\eta}f+\nabla_{\eta}\tilde{q}\, \nabla_{\xi} \nabla_{\eta}f+\nabla_{\xi} \tilde{q}\, \nabla_{\eta}^2f. \end{align}\] Hence, \[\begin{align} &\nabla_{\xi} \nabla_{\eta} ( \nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f)- \nabla_{\eta} \nabla_{\xi} ( \nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f) \\=&\nabla_{\xi} (\nabla_{\xi}\nabla_{\eta}f-\nabla_{\eta}\nabla_{\xi}f) +(1+\tilde{q})\nabla_{\eta}(\nabla_{\xi}\nabla_{\eta}f-\nabla_{\eta}\nabla_{\xi}f) -(1+\tilde{q})\nabla_{\eta}(K\partial_zf)-\nabla_{\xi}(K\partial_zf) \\& +(1+\tilde{q})K\partial_z\nabla_{\eta}f+K\partial_z\nabla_{\xi}f + (\nabla_{\xi} \nabla_{\eta}\tilde{q}-\nabla_{\eta} \nabla_{\xi}\tilde{q})\,\nabla_{\eta}f. \end{align}\]By 207 , the first line on the right hand side is equal to \(0\) so that \[\begin{align} &\nabla_{\xi} \nabla_{\eta} ( \nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f)- \nabla_{\eta} \nabla_{\xi} ( \nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f) \\=& (1+\tilde{q})K\partial_z\nabla_{\eta}f+K\partial_z\nabla_{\xi}f + K\partial_z\tilde{q}\,\,\nabla_{\eta}f. \end{align}\] By direct calculation, we have \[\begin{align} \label{tanpsipsi}\begin{aligned} \nabla_{\xi}(u_{n-1}\nabla_{\psi}^2f)=& \nabla_{\xi}u_{n-1}\,\nabla_{\psi}^2f+u_{n-1}\nabla_{\psi}^2\nabla_{\xi}f,\\ \nabla_{\eta}(u_{n-1}\nabla_{\psi}^2f)=& \nabla_{\eta}u_{n-1}\,\nabla_{\psi}^2f +u_{n-1}\nabla_{\eta}\big((1+\tilde{q})\nabla_{\tilde{\psi}}\nabla_{\psi}f\big)\\ =& \nabla_{\eta}u_{n-1}\,\nabla_{\psi}^2f+u_{n-1}\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\,\,\nabla_{\psi}^2f +u_{n-1}\nabla_{\psi}\nabla_{\eta}\big((1+\tilde{q})\nabla_{\tilde{\psi}}f\big) \\=&\nabla_{\eta}u_{n-1}\,\nabla_{\psi}^2f+u_{n-1}\nabla_{\psi}^2\nabla_{\eta}f +u_{n-1}\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\,\,\nabla_{\psi}^2f \\&+u_{n-1}\nabla_{\psi}\big(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}f\big) ,\end{aligned} \end{align}\tag{208}\] and \[\begin{align} & \nabla_{\xi}u_{n-1} \nabla_{\psi}\nabla_{\eta}\nabla_{\psi}f +u_{n-1}\nabla_{\psi}\nabla_{\eta}\nabla_{\psi}\nabla_{\xi}f\\ =&\nabla_{\xi}u_{n-1} \nabla_{\psi}\nabla_{\eta}\big((1+\tilde{q})\nabla_{\tilde{\psi}}f\big) +u_{n-1}\nabla_{\psi}\nabla_{\eta}\big((1+\tilde{q})\nabla_{\tilde{\psi}}\nabla_{\xi}f \big) \\=&\nabla_{\xi}u_{n-1} \nabla_{\psi}^2\nabla_{\eta}f +u_{n-1}\nabla_{\psi}^2\nabla_{\eta}\nabla_{\xi}f \\&+\nabla_{\xi}u_{n-1} \nabla_{\psi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}f) +u_{n-1}\nabla_{\psi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}\nabla_{\xi}f \big). \end{align}\] Then we have \[\begin{align} &\nabla_{\eta}\nabla_{\xi}(u_{n-1}\nabla_{\psi}^2f) \\=& \nabla_{\eta}\nabla_{\xi}u_{n-1}\,\nabla_{\psi}^2f+\nabla_{\xi}u_{n-1} \nabla_{\eta}\big((1+\tilde{q})\nabla_{\tilde{\psi}}\nabla_{\psi}f\big) \\&+\nabla_{\eta}u_{n-1}\nabla_{\psi}^2\nabla_{\xi}f +u_{n-1}\nabla_{\eta}\big((1+\tilde{q})\nabla_{\tilde{\psi}}\nabla_{\psi}\nabla_{\xi}f\big) \\=& \nabla_{\eta}\nabla_{\xi}u_{n-1}\,\nabla_{\psi}^2f +\nabla_{\eta}u_{n-1}\nabla_{\psi}^2\nabla_{\xi}f + \nabla_{\xi}u_{n-1} \nabla_{\psi}\nabla_{\eta}\nabla_{\psi}f +u_{n-1}\nabla_{\psi}\nabla_{\eta}\nabla_{\psi}\nabla_{\xi}f \\&+\nabla_{\xi}u_{n-1} \frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}^2f +u_{n-1}\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\,\,\nabla_{\psi}^2\nabla_{\xi}f \\=&\nabla_{\xi}u_{n-1} \nabla_{\psi}^2\nabla_{\eta}f +u_{n-1}\nabla_{\psi}^2\nabla_{\eta}\nabla_{\xi}f +\nabla_{\eta}\nabla_{\xi}u_{n-1}\,\nabla_{\psi}^2f +\nabla_{\eta}u_{n-1}\nabla_{\psi}^2\nabla_{\xi}f \\&+\nabla_{\xi}u_{n-1} \nabla_{\psi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}f) +u_{n-1}\nabla_{\psi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}\nabla_{\xi}f \big)\\&+\nabla_{\xi}u_{n-1} \frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}^2f +u_{n-1}\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\,\,\nabla_{\psi}^2\nabla_{\xi}f, \end{align}\] and\[\begin{align} \nabla_{\xi} \nabla_{\eta}(u_{n-1}\nabla_{\psi}^2f)=& \nabla_{\xi} \nabla_{\eta}u_{n-1}\,\nabla_{\psi}^2f+ \nabla_{\eta}u_{n-1}\,\nabla_{\psi}^2\nabla_{\xi} f +\nabla_{\xi} u_{n-1}\,\,\nabla_{\psi}^2\nabla_{\eta}f+ u_{n-1}\,\,\nabla_{\psi}^2\nabla_{\xi} \nabla_{\eta}f \\&+\nabla_{\xi}u_{n-1}\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\,\,\nabla_{\psi}^2f +u_{n-1}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\,\,\nabla_{\psi}^2f +u_{n-1}\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\,\,\nabla_{\psi}^2\nabla_{\xi}f \\&+\nabla_{\xi}u_{n-1}\nabla_{\psi}\big(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}f\big) +u_{n-1}\nabla_{\psi}\big(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}}\nabla_{\psi}\nabla_{\xi}f\big) +u_{n-1}\nabla_{\psi}\big(\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\nabla_{\psi}f\big) . \end{align}\]Hence, \[\begin{align} \nabla_{\xi} \nabla_{\eta}(u_{n-1}\nabla_{\psi}^2f)-\nabla_{\eta}\nabla_{\xi} (u_{n-1}\nabla_{\psi}^2f)=& (\nabla_{\xi} \nabla_{\eta}u_{n-1}-\nabla_{\eta}\nabla_{\xi} u_{n-1})\nabla_{\psi}^2f \\&+ u_{n-1}\nabla_{\psi}^2(\nabla_{\xi} \nabla_{\eta}f- \nabla_{\eta}\nabla_{\xi}f)\\ &+u_{n-1}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\,\,\nabla_{\psi}^2f +u_{n-1}\nabla_{\psi}\big(\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\nabla_{\psi}f\big). \end{align}\] In summary, \[\begin{align} \begin{aligned} &K\partial_z(\nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f-u_{n-1}\nabla_{\psi}^2f)\\ = &( \nabla_{\xi} \nabla_{\eta}-\nabla_{\eta}\nabla_{\xi} ) (\nabla_{\xi} f+(1+\tilde{q})\nabla_{\eta}f-u_{n-1}\nabla_{\psi}^2f)\\ =&- u_{n-1}\nabla_{\psi}^2(\nabla_{\xi} \nabla_{\eta}f- \nabla_{\eta}\nabla_{\xi}f)\\&- (\nabla_{\xi} \nabla_{\eta}u_{n-1}-\nabla_{\eta}\nabla_{\xi} u_{n-1})\nabla_{\psi}^2f \\&+ (1+\tilde{q})K\partial_z\nabla_{\eta}f+K\partial_z\nabla_{\xi}f + K\partial_z\tilde{q}\,\,\nabla_{\eta}f\\ &-2u_{n-1}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\,\,\nabla_{\psi}^2f -u_{n-1}\big(\nabla_{\psi}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\big)\nabla_{\psi}f ,\end{aligned} \end{align}\] and\[\begin{align} \label{symcore}\begin{aligned} K\partial_z(-u_{n-1}\nabla_{\psi}^2f)= &- u_{n-1}\nabla_{\psi}^2(K\partial_zf)\\&- (\nabla_{\xi} \nabla_{\eta}u_{n-1}-\nabla_{\eta}\nabla_{\xi} u_{n-1})\nabla_{\psi}^2f \\ &-2u_{n-1}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\,\,\nabla_{\psi}^2f -u_{n-1}\big(\nabla_{\psi}\nabla_{\xi}(\frac{\nabla_{\eta}\tilde{q}}{1+\tilde{q}})\big)\nabla_{\psi}f .\end{aligned} \end{align}\tag{209}\]
In this subsection, we will prove the following theorem.
Theorem 18. If 56 holds in \(\Omega\), then \[\begin{align} \label{10271}\begin{aligned} &|\partial_{x,y}u_{n}-\partial_{x}\bar{u}|,\,|\partial_{x,y}v_{n}-\partial_{x}\bar{u}|\leq \varepsilon^2 \phi_{1,1}, \\& |\partial_z\partial_{x,y}u_{n}-\partial_z\partial_{x}\bar{u}|,\,|\partial_z\partial_{x,y}v_{n}-\partial_z\partial_{x}\bar{u}|\leq \varepsilon^2 \phi_{1,\alpha},\quad \\&|\partial_{x,y}\partial_{x,y}u_{n}-\partial_{x}^2\bar{u}|,\, |\partial_{x,y}\partial_{x,y}v_{n}-\partial_{x}^2\bar{u}|\leq\varepsilon^2 \phi_{1,\frac{\alpha}{2}}\quad \text{in }\quad\Omega .\end{aligned} \end{align}\qquad{(21)}\]
For brevity, we will prove the following three lemmas and Theorem 18 follows.
Lemma 9. If 56 holds in \(\Omega\), then\[\begin{align} \label{618}\begin{aligned} |\partial_z\partial_{x}u_{n}-\partial_z\partial_{x}\bar{u}|\leq \varepsilon^2 \phi_{1,\alpha}\quad \text{in }\quad\Omega .\end{aligned} \end{align}\qquad{(22)}\]
Lemma 10. If 56 holds in \(\Omega\), then\[\begin{align} \begin{aligned} |\partial_{x}u_{n}-\partial_{x}\bar{u}|\leq \varepsilon^2 \phi_{1,1}\quad \text{in }\quad\Omega .\end{aligned} \end{align}\]
Lemma 11. If 56 holds in \(\Omega\), then\[\begin{align} \begin{aligned} |\partial_{x}^2u_{n}-\partial_{x}^2\bar{u}|\leq\varepsilon^2 \phi_{1,\frac{\alpha}{2}}\quad \text{in }\quad\Omega.\end{aligned} \end{align}\]
Proof of Lemma 9. Based on the transformation formula in 35 , we have \[\begin{align} \label{1105-1} \partial_{z}\partial_{x}=& \partial_{z}\nabla _{\xi} +\partial_{z}(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})\partial_z +\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z^2. \end{align}\tag{210}\] By induction assumption, we have \[\begin{align} \label{dz1} |\partial_z(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})|\leq C, \quad |\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}|\leq C\min\{z,1\}. \end{align}\tag{211}\] Then by 56 and 46 , we have \[\begin{align} |\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z^2(u_n-\bar{u})|\leq& Cz\varepsilon e^{-\frac{A}{x+1}}(z+\epsilon_0)^{\alpha}\\ \leq& C\varepsilon^4 e^{-\frac{A}{x+1}}(z+\epsilon_0)^{\alpha} \quad \text{in} \quad \Omega\cap\{0\leq z\leq \varepsilon^3\}. \end{align}\]
We now consider the estimate in two regions.
Step 1 Estimate in \(\Omega\cap\{0\leq z\leq \delta_\varepsilon\}.\) Here, \(\delta_{\varepsilon}\) is defined in Remark 15 with \(\delta_{\varepsilon}\leq \varepsilon^3.\) Firstly, by the above estimates, \[\begin{align} |\partial_{z}(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})\partial_z(u_n-\bar{u}) +\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z^2(u_n-\bar{u})|\leq \varepsilon^{3}\phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{0\leq z\leq \delta_\varepsilon\}. \end{align}\] Next, by ?? , we have \[\begin{align} |\partial_z\nabla_{\eta,\xi}u_n-\partial_z\nabla_{\eta,\xi}\bar{u} |\leq \frac{ \varepsilon^2}{2+\frac{\alpha}{3}} \phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{0\leq z\leq \delta_\varepsilon\}. \end{align}\] By 210 , we have \[\begin{align} \label{b4} |\partial_z\partial_x(u_n-\bar{u}) |\leq \frac{ \varepsilon^2}{2} \phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{0\leq z\leq \delta_\varepsilon\}. \end{align}\tag{212}\]
Step 2 Estimate in \(\Omega\cap\{z\geq \delta_\varepsilon\}.\) In this region, by 211 , we have \[\begin{align} |\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}|\leq Cd_0\varepsilon\quad \text{in }\quad \Omega\cap \{0\leq z\leq\varepsilon d_0\}. \end{align}\]Then by 56 , we have for small \(d_0\) independent of \(\varepsilon,\) \[\begin{align} \label{b1-17} |\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z^2(u_n-\bar{u}) | \leq Cd_0\varepsilon^2\phi_{1,\alpha}\leq \frac{\varepsilon^2}{3}\phi_{1,\alpha}\quad \text{in }\quad \Omega\cap \{0\leq z\leq\varepsilon d_0\}. \end{align}\tag{213}\] By Lemma 8, we have \[\begin{align} \label{26-04-02-01} | \partial_{z}^2(u_n-\bar{u})|\leq C\varepsilon^{2.3} \phi_{1,\alpha}\quad\text{in}\quad \Omega\cap \{z\geq \varepsilon d_0\}, \end{align}\tag{214}\] because \(d_0\varepsilon<1\) so that \(\varepsilon d_0>(\varepsilon d_0)^{\frac{1}{1-\alpha}}.\) Then by 211 , 213 and 214 , we obtain \[\begin{align} \label{b1} |\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z^2(u_n-\bar{u}) | \leq Cd_0\varepsilon^2\phi_{1,\alpha}\leq \frac{\varepsilon^2}{3}\phi_{1,\alpha}\quad \text{in }\quad \Omega\cap \{z\geq \delta_\varepsilon\}. \end{align}\tag{215}\] Moreover, by Lemma 7 and 56 , we have \[\begin{align} \label{b2} |\partial_z\nabla_{\eta,\xi}u_n-\partial_z\nabla_{\eta,\xi}\bar{u} |\leq \varepsilon^4 \phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{z\geq\delta_\varepsilon\}, \end{align}\tag{216}\] and \[\begin{align} \label{b3} |\partial_{z}(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})\partial_z(u_n-\bar{u})|\leq \varepsilon^3\phi_{1,\alpha}\quad \text{in} \quad \Omega. \end{align}\tag{217}\] Finally, by 210 , we have \[\begin{align} \label{b5} |\partial_z\partial_x(u_n-\bar{u}) |\leq \frac{ \varepsilon^2}{2} \phi_{1,\alpha} \quad \text{in} \quad \Omega\cap\{ z\geq \delta_\varepsilon\}. \end{align}\tag{218}\] Combining 212 and 218 completes the proof of the lemma. ◻
Remark 19. By 212 and 218 in the proof of Lemma 9, we actually have \[\begin{align} |\partial_z\partial_x(u_n-\bar{u}) |\leq \frac{ \varepsilon^2}{2} \phi_{1,\alpha} \quad \text{in} \quad \Omega. \end{align}\]
Before the proof of Lemma 10, we prove the following estimate.
Lemma 12. It holds \[\begin{align} |\nabla_{\xi}u_n-\nabla_{\xi}\bar{u} |\leq \varepsilon^4 \phi_{1,0}\quad \text{in} \quad \Omega\cap\{z+\epsilon_0\geq \delta\}. \end{align}\]
Proof. By 103 , we have \[\begin{align} \begin{aligned} ( P_2+ P_3)(\nabla_{\xi}u_n-\nabla_{\xi}\bar{u} ) =R , \end{aligned} \end{align}\] with \[\begin{align} R=&R_2+( P_2+ P_3)( \nabla_{\tau_1}\bar{u}-\nabla_{\xi}\bar{u} ),\\ |R|\leq &C_{\delta}\phi_{1,0} \quad \text{in} \quad \Omega\cap \{z\geq \delta\}, \end{align}\] by 227 where \(C_\delta\) is a positive constant depending on \(\delta\). Since \(u_n, u_{n-1}, \bar{u}\geq c_0 \delta\) in \(\Omega\cap \{z\geq \delta\}\) and the properties of the background profile \(\bar{u}\) are known, by taking \(A\) large depending on \(C_{\delta}\) and applying the maximum principle as in the proof of Theorem 10, we have the estimate stated in the lemma. ◻
We are now ready to prove Lemmas 10-11 as follows.
Proof of Lemma 10. By Remark 19, we have \[\begin{align} |\partial_x(u_n-\bar{u}) |\leq \frac{\varepsilon^2}{2(1+\alpha)}\sqrt{x+1} \phi_{1,\alpha+1}+\epsilon_0^2<\varepsilon^2\phi_{1,1},\quad z+\epsilon_0\leq \delta, \end{align}\] because \(x\leq X\leq \theta\) with \(\theta\) small.
For \(\varepsilon\) small, we have \[\begin{align} \label{yw5} \varepsilon\phi_{1,0}\leq \phi_{1,1},\quad z+\epsilon_0\geq \delta. \end{align}\tag{219}\] Then by \[\begin{align} \label{1105-2} \partial_{x}=& \nabla _{\xi} +\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z \end{align}\tag{220}\] from 35 , Lemma 12, 219 , 211 and 56 , we have \[\begin{align} |\partial_x(u_n-\bar{u}) |\leq \varepsilon^2 \phi_{1,1},\quad z+\epsilon_0\geq \delta. \end{align}\] ◻
Proof of Lemma 11. By 35 , we have \[\begin{align} \label{1105-3} \begin{aligned} \partial_{x}^2=& (\nabla _{\xi} +\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z)\partial_{x}\\ =& \nabla _{\xi} \partial_{x}+\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z\partial_{x}\\ =& \nabla _{\xi} (\nabla _{\xi} +\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z)+\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z\partial_{x}\\ =& \nabla _{\xi}^2 +\nabla _{\xi}(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})\partial_z+\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\nabla _{\xi}\partial_z+\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z\partial_{x}\\ =& \nabla _{\xi}^2 +\nabla _{\xi}(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})\partial_z+\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_z\partial_{x} \\& +\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}[(\frac{\nabla _{\xi}u_{n-1}}{u_{n-1}})\partial_z+\partial_z\nabla _{\xi}], \end{aligned} \end{align}\tag{221}\] where we have used \[\begin{align} \nabla _{\xi}\partial_z=\nabla _{\xi}(u_{n-1}\nabla _{\psi}) =\nabla _{\xi}u_{n-1}\nabla _{\psi}+u_{n-1}\nabla _{\psi}\nabla _{\xi} =(\frac{\nabla _{\xi}u_{n-1}}{u_{n-1}})\partial_z+\partial_z\nabla _{\xi}. \end{align}\] By the induction assumption, it holds \[|\nabla _{\xi}(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})|\leq C\min\{(z+\epsilon_0)^{\frac{\alpha}{2}},1\},\quad |\frac{\nabla _{\xi}u_{n-1}}{u_{n-1}}|\leq C,\] and \[\begin{align} |\frac{\int_0^z \partial_{x}u_{n-1}dz'\nabla _{\xi}u_{n-1}}{u_{n-1}^2}|\leq C\min\{z,1\}. \end{align}\] Then by Corollary 1 with \(d_0\) in ?? being small and 56 , we have \[\begin{align} \label{117}\begin{aligned} &|\nabla _{\xi}^2(u_n-\bar{u}) +\nabla _{\xi}(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})\partial_z(u_n-\bar{u}) +\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}(\frac{\nabla _{\xi}u_{n-1}}{u_{n-1}})\partial_z(u_n-\bar{u})| \\ \leq&\varepsilon^2d_0\phi_{1,\frac{\alpha}{2}}\quad \text{in }\quad \Omega. \end{aligned} \end{align}\tag{222}\] By 211 , ?? , Lemma 7 and ?? , we have \[\begin{align} |\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\big(\partial_z\partial_{x}(u_n-\bar{u}) +\partial_z\nabla _{\xi}(u_n-\bar{u})\big)|\leq d_0C\varepsilon^2 \phi_{1,\alpha}\quad \text{in }\quad \Omega\cap\{z\leq d_0\}. \end{align}\] On the other hand, by 210 , 211 , 56 and Lemma 8,\[\begin{align} \begin{aligned} &|\partial_{z}\partial_{x}(u_n-\bar{u})- \partial_{z}\nabla _{\xi} (u_n-\bar{u})| \\ =& |\partial_{z}\big(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_{z}(u_n-\bar{u})\big)|\\ =& |\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\partial_{z}^2(u_n-\bar{u})|+ |\partial_{z}(\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}})\partial_{z}(u_n-\bar{u})|\\ \leq&\varepsilon^{2461}\phi_{1,\alpha} \quad\Omega\cap\{z\geq d_0\}. \end{aligned} \end{align}\] Then by Lemma 7, \[\begin{align} |\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\big(\partial_z\partial_{x}(u_n-\bar{u}) +\partial_z\nabla _{\xi}(u_n-\bar{u})\big)|\leq C\varepsilon^{2461} \phi_{1,\alpha}\quad \text{in }\quad \Omega\cap\{z\geq d_0\}. \end{align}\] In summary, we have \[\begin{align} |\frac{\int_0^z \partial_{x}u_{n-1}dz'}{u_{n-1}}\big(\partial_z\partial_{x}(u_n-\bar{u}) +\partial_z\nabla _{\xi}(u_n-\bar{u})\big)|\leq d_0C\varepsilon^2 \phi_{1,\alpha}\quad \text{in }\quad \Omega. \end{align}\] Combining this with 222 and 221 , we have \[\begin{align} \begin{aligned} |\partial_{x}^2u_{n}-\partial_{x}^2\bar{u}|\leq C d_0\varepsilon^2 \phi_{1,\frac{\alpha}{2}}<\varepsilon^2 \phi_{1,\frac{\alpha}{2}}\quad \text{in }\quad\Omega.\end{aligned} \end{align}\] ◻
Recall \(P_1\) and \(P_2\) defined in 68 69 . In this subsection, we will consider functions in \([0,X]\times[0,Y^*]\times[0,+\infty)\). In particular, by the definition of \(Y^*\) and the induction assumption, \[\begin{align} \label{bfassp}\begin{aligned} &|\partial_zu_{n-1}-\partial_zu_{n}|\leq \varepsilon e^{-\frac{A}{x+1}}, \quad |-u_{n-1} +u_{n}|\leq \varepsilon \phi_{1,1},\\& \frac{1}{2}c_0e^{-\frac{3}{2}\mu(z+{\epsilon_0})^2}\leq \partial_zu_{n},\partial_zu_{n-1}\leq 2C_0e^{-\frac{(z+{\epsilon_0})^2}{x+1}\mu},\\ &\text{ and \eqref{n-1assumption} holds in}\quad [0,X]\times[0,Y^*]\times[0,+\infty).\end{aligned} \end{align}\tag{223}\]
Lemma 13. For \(\alpha\in(0,1),\) there exist some small positive constants \(\delta\) and \(\lambda\) which are independent of \(\varepsilon\) such that \[\begin{align} \begin{aligned} P_1(1+z^{\alpha}) =P_1z^{\alpha}\geq& \lambda \frac{z^{\alpha-2} }{u_{n-1}} \quad\text{in}\quad(0,X]\times(0,Y^*]\times(0,\delta). \end{aligned} \end{align}\]
Proof. By 223 , for small \(\varepsilon,\) \(\alpha\in(0,1)\) and some small positive constants \(\lambda\) and \(\delta\), we have \[\begin{align} \begin{aligned} P_1 z^{\alpha}=& -\tilde{b}\alpha z^{\alpha-1} +\alpha(-\frac{\partial_zu_{n}}{u_{n-1}^2} +\frac{u_{n}\partial_zu_{n-1}}{u_{n-1}^3})z^{\alpha-1} -\frac{u_n}{u_{n-1}^2}\alpha(\alpha-1)z^{\alpha-2}\\ \geq& -C\alpha z^\alpha +\frac{1}{2}\frac{u_n}{u_{n-1}^2}\alpha(-\alpha+1)z^{\alpha-2} \\ \geq &\frac{\lambda}{u_{n-1}}\alpha(-\alpha+1)z^{\alpha-2}, \quad z\leq \delta, \end{aligned} \end{align}\] where we have used \[\begin{align} |\frac{u_n}{u_{n-1}^2}-\frac{1}{u_{n-1}}|= |\frac{u_n-u_{n-1}}{u_{n-1}^2}|\leq \frac{\varepsilon e^{-\frac{A}{x+1}} C}{u_{n-1}}, \end{align}\] and \[\begin{align} | -\frac{\partial_zu_{n}}{u_{n-1}^2} +\frac{u_{n}\partial_zu_{n-1}}{u_{n-1}^3}|=&| \frac{-\partial_zu_{n}u_{n-1}+u_{n}\partial_zu_{n-1}}{u_{n-1}^3}|\\ =&| \frac{(\partial_zu_{n-1}-\partial_zu_{n})u_{n-1} +(-u_{n-1} +u_{n})\partial_zu_{n-1}}{u_{n-1}^3}|\\ \leq & \frac{\varepsilon e^{-\frac{A}{x+1}}C}{u_{n-1}^2}, \end{align}\]by 223 . ◻
Lemma 14. For some small positive constants \(\delta\) and \(\lambda\) which are independent of \(\varepsilon\), we have \[\begin{align} \begin{aligned} P_2\psi_{n-1}^{\alpha}\geq& \lambda\psi_{n-1}^{\alpha-\frac{3}{2}} \quad\text{in}\quad(0,X]\times(0,Y^*]\times(0,\delta),\\ P_2(\psi_{n-1}-\psi_{n-1}^{1+\alpha})\geq & \lambda\psi_{n-1}^{\alpha-\frac{1}{2}} \quad\text{in}\quad(0,X]\times(0,Y^*]\times(0,\delta), \end{aligned} \end{align}\] where \(\alpha\in(0,1)\) and \(\psi_{n-1}\) is defined in 37 .
Proof. Since \(u_{n-1}\psi_{n-1}^{\alpha-2}\geq \lambda_0 \psi_{n-1}^{\alpha-\frac{3}{2}}\), \(z\leq \delta_0\) for some small positive constants \(\lambda_0\) and \(\delta_0\), by 223 , 59 and 60 , for \(\alpha\in(0,1),\) it holds \[\begin{align} \begin{aligned} P_2\psi_{n-1}^{\alpha}= &\nabla_\xi \psi_{n-1}^\alpha +(1+\tilde{q})\nabla_{\eta} \psi_{n-1}^\alpha-u_{n}\nabla_{\psi}^2\psi_{n-1}^\alpha \\ =&\alpha(\tilde{q}\int_0^z \partial_yu_{n-1}dz'- \int_0^z \partial_yq_{n-1}dz')\psi_{n-1}^{\alpha-1}+\alpha(-\alpha+1)u_{n}\psi_{n-1}^{\alpha-2} \\ \geq &\lambda\psi_{n-1}^{\alpha-\frac{3}{2}} ,\\ P_2(\psi_{n-1}-\psi_{n-1}^{1+\alpha})=&-\nabla_\xi \psi_{n-1}^{1+\alpha} +(1+\tilde{q})\nabla_{\eta} (\psi_{n-1}-\psi_{n-1}^{1+\alpha})+u_{n}\nabla_{\psi}^2\psi_{n-1}^{1+\alpha} \\ =&(\tilde{q}\int_0^z \partial_yu_{n-1}dz'- \int_0^z \partial_yq_{n-1}dz')(1-(1+\alpha)\psi_{n-1}^{\alpha})\\&+\alpha(\alpha+1)u_{n}\psi_{n-1}^{\alpha-1} \\ \geq &\lambda\psi_{n-1}^{\alpha-\frac{1}{2}} , \end{aligned} \end{align}\] for \(z\leq \delta\) such that \(\psi_{n-1}\ll1.\) ◻
Lemma 15. For a small positive constant \(\mu\) and a big positive constant \(N\) which are independent of \(\varepsilon,\) \[\begin{align} \begin{aligned} P_1e^{-\frac{z^2}{x+1}\mu}\geq\frac{1}{2}e^{-\frac{z^2}{x+1}\mu} \frac{z^2}{(x+1)^2}\mu>0 \quad\text{in}\quad(0,X]\times(0,Y^*]\times(N,\infty),\\ P_2e^{-\frac{z^2}{x+1}\mu}\geq\frac{1}{4}e^{-\frac{z^2}{x+1}\mu} \frac{z^2}{(x+1)^2}\mu>0 \quad\text{in}\quad(0,X]\times(0,Y^*]\times(N,\infty).\end{aligned} \end{align}\]
Proof. By 70 and 223 , for \(\mu\) small enough and for \(z\) large enough, it holds \[\begin{align} P_1e^{-\frac{z^2}{x+1}\mu}=&\partial_x e^{-\frac{z^2}{x+1}\mu} -\tilde{b}\partial_{z} e^{-\frac{z^2}{x+1}\mu} -\frac{u_n}{u_{n-1}^2}\partial_{z}^2e^{-\frac{z^2}{x+1}\mu} +(-\frac{\partial_zu_{n}}{u_{n-1}^2} +\frac{u_{n}\partial_zu_{n-1}}{u_{n-1}^3}) (-\frac{2z}{x+1}\mu)e^{-\frac{z^2}{x+1}\mu} \\ \geq &e^{-\frac{z^2}{x+1}\mu} [\frac{z^2}{(x+1)^2}\mu -C\frac{2z}{x+1}\mu -\frac{u_n}{u_{n-1}^2}(\frac{4z^2}{(x+1)^2}\mu^2-\frac{2}{x+1}\mu) ]\\ \geq& \frac{1}{2}e^{-\frac{z^2}{x+1}\mu} \frac{z^2}{(x+1)^2}\mu \geq 0. \end{align}\] Next, by 68 71 , \[P_2=P_1+\nabla_{\psi}u_n\nabla_{\psi}=P_1+\frac{\partial_zu_n}{u_{n-1}^2}\partial_z.\] Then for \(z\) large enough, it holds\[\begin{align} P_2e^{-\frac{z^2}{x+1}\mu}=&P_1e^{-\frac{z^2}{x+1}\mu} +\frac{\partial_zu_n}{u_{n-1}^2}\partial_ze^{-\frac{z^2}{x+1}\mu}\\ \geq& e^{-\frac{z^2}{x+1}\mu} (\frac{1}{2} \frac{z^2}{(x+1)^2}\mu-C\frac{z}{x+1}\mu) \\ \geq &\frac{1}{4}e^{-\frac{z^2}{x+1}\mu} \frac{z^2}{(x+1)^2}\mu > 0. \end{align}\] ◻
Lemma 16. For a small positive constant \(\mu\) and a big positive constant \(N\) which are independent of \(\varepsilon,\) \[\begin{align} P_2e^{-\frac{\psi_{n-1}^2(x,y,z)}{x+1}\mu}\geq0 \quad\text{in}\quad(0,X]\times(0,Y^*]\times(N,\infty), \end{align}\] where \(\psi_{n-1}\) is defined in 37 .
Proof. By 223 and 58 , for \(\mu\) independent of \(\varepsilon\) and small enough such that \(\|\mu u_n\|_{L^\infty}\leq \frac{1}{8}\), when \(z\) is large, we have \[\begin{align} P_2 e^{-\frac{\psi_{n-1}^2(x,y,z)}{x+1}\mu}=&\nabla_\xi e^{-\frac{\psi_{n-1}^2(x,y,z)}{x+1}\mu} +(1+\tilde{q})\nabla_{\eta} e^{-\frac{\psi_{n-1}^2(x,y,z)}{x+1}\mu} -u_{n}\nabla_{\psi}^2e^{-\frac{\psi_{n-1}^2(x,y,z)}{x+1}\mu} \\ =&e^{-\frac{\psi_{n-1}^2(x,y,z)}{x+1}\mu} [ -(\tilde{q}\int_0^z \partial_yu_{n-1}dz'-\int_0^z \partial_yq_{n-1}dz')\frac{2\psi_{n-1}(x,y,z)}{x+1}\mu ]\\ &+e^{-\frac{\psi_{n-1}^2(x,y,z)}{x+1}\mu} [\frac{\psi_{n-1}^2(x,y,z)}{(x+1)^2}\mu -u_{n}(\frac{4\psi_{n-1}^2(x,y,z)}{(x+1)^2}\mu^2-\frac{2}{x+1}\mu) ]\\ \geq& 0. \end{align}\] ◻
Lemma 17. For a small positive constant \(\mu\) and a big positive constant \(N\) which are independent of \(\varepsilon,\) \[\begin{align} P_1e^{-\frac{3}{2}\mu z^2}\leq -e^{-\frac{3}{2}\mu z^2}<0 \quad\text{in}\quad(0,X]\times(0,Y^*]\times[N,\infty). \end{align}\]
Proof. By 70 and 223 , for \(\mu\) small enough and \(z\) big enough such that \(z\mu\gg1\), it holds \[\begin{align} P_1e^{-\frac{3}{2}\mu z^2}=& -\tilde{b}\partial_{z} e^{-\frac{3}{2}\mu z^2} -\frac{u_n}{u_{n-1}^2}\partial_{z}^2e^{-\frac{3}{2}\mu z^2} \\&+(-\frac{\partial_zu_{n}}{u_{n-1}^2} +\frac{u_{n}\partial_zu_{n-1}}{u_{n-1}^3}) (-3\mu z)e^{-\frac{3}{2}\mu z^2} \\ \leq &e^{-\frac{3}{2}\mu z^2} [ Cz\mu -\frac{u_n}{u_{n-1}^2}(9\mu^2 z^2-3\mu) ]\\ \leq& -e^{-\frac{3}{2}\mu z^2}< 0. \end{align}\] ◻
For \(\alpha, \beta\in(0,1),\) take \(\phi_{1,\beta},\phi_{2,\beta},\phi_{2,1}\) to be the barrier functions with ridges which are defined in 45 , 73 and 75 respectively.
Note \[\begin{align} \partial_x e^{-\frac{A}{x+1}}=\frac{A}{(x+1)^2}e^{-\frac{A}{x+1}}. \end{align}\]
By taking \(A\) large enough, we have \[\begin{align} \partial_x( e^{-\frac{A}{x+1}}(x+1)^{-\frac{\alpha}{2}})= & e^{-\frac{A}{x+1}}(x+1)^{-2-\frac{\alpha}{2}}(A-\frac{\alpha}{2}(x+1))\\ \geq &e^{-\frac{A}{x+1}}(X+1)^{-2-\frac{\alpha}{2}}(\frac{99}{100}A). \end{align}\] Then similar to the proofs of Lemma 13-16, we can show that for a positive constant \(c_2\) independent of \(\alpha, \beta\in(0,1)\), two small positive constants \(\delta\) and \(\delta_0\), a big positive constant \(N\) and a large positive constant \(A\) depending on \(\delta_0\), \[\begin{align} \label{pphi}\begin{aligned} & P_1 \phi_{1,\beta}\geq c_2(\frac{\beta(1-\beta)}{u_{n-1} (z+\epsilon_0)^2}+A)\phi_{1,\beta}, \,\, P_2 \phi_{2,\beta}\geq c_2(\beta(1-\beta)\psi_{n-1}^{-\frac{3}{2 } }+A)\phi_{2,\beta},\\ & P_2 \phi_{2,1}\geq c_2(\alpha\psi_{n-1}^{\alpha-\frac{3}{2 } }+A)\phi_{2,1}, \quad \text{in} \quad(0,X]\times(0,Y^*]\times[0,\delta_0],\\ & P_1 \phi_{1,\beta}\geq c_2A\phi_{1,0}, P_2 \phi_{2,\beta}, P_2 \phi_{2,1}\geq c_2A\phi_{2,0}, \\& \text{in} \quad(0,X]\times(0,Y^*]\times[0,+\infty)\setminus\{\text{ridges of the barrier functions}\}, \end{aligned} \end{align}\tag{224}\] where \(\phi_{1,0}\) is defined in 43 and by 23 , \[\begin{align} \label{0323-p2phi} P_2\phi_{1,0}\geq \frac{1}{2}A\phi_{1,0} \quad\text{in}\quad(0,X]\times(0,Y^*]\times(N,\infty) . \end{align}\tag{225}\]
To measure the difference between vector fields, we list the following equalities that have been used frequently. By 32 , 33 and 34 , we have \[\begin{align} \label{psi-n} \nabla_{\psi}-\nabla_{n}=(\frac{1}{u_{n-1}}-\frac{1}{\bar{u}})\partial_z =(\frac{\bar{u}-u_{n-1}}{u_{n-1}\bar{u}})\partial_z, \end{align}\tag{226}\] and \[\begin{align} \label{xitau}\begin{aligned} \nabla_{\xi}-\nabla_{\tau_1}=&(\frac{\int_0^z\partial_x\bar{u}dz'}{\bar{u}}-\frac{\int_0^z\partial_x u_{n-1}dz'}{u_{n-1}})\partial_z \\ =&\frac{(u_{n-1}-\bar{u})\int_0^z\partial_x\bar{u}dz'+\bar{u}\int_0^z\partial_x\bar{u}-\partial_xu_{n-1}dz'}{u_{n-1}\bar{u}}\partial_z \\:=&g_1\partial_z,\\ \nabla_{\eta}-\nabla_{\tau_2}=&(\frac{\int_0^z\partial_y\bar{u}dz'}{\bar{u}}-\frac{\int_0^z\partial_y v_{n-1}dz'}{v_{n-1}})\partial_z \\ =&\frac{(v_{n-1}-\bar{u})\int_0^z\partial_y\bar{u}dz'+\bar{u}\int_0^z\partial_y\bar{u}-\partial_yv_{n-1}dz'}{v_{n-1}\bar{u}}\partial_z \\:=&g_2\partial_z.\end{aligned} \end{align}\tag{227}\] Under the induction assumption, when \(z\) is small, it holds that \[\begin{align} \label{gg}\begin{aligned} |g_1|+ |g_2|\leq |\frac{(z+{\epsilon_0})^3\varepsilon^2 e^{-\frac{A}{x+1}} C}{u_{n-1}\bar{u}}| \leq (z+{\epsilon_0})\varepsilon^2 e^{-\frac{A}{x+1}}C.\end{aligned} \end{align}\tag{228}\]
In addition, we have \[\begin{align} \label{cy}\begin{aligned}(u_n\nabla_{\psi}^2- \bar{u}\nabla_{n}^2)=& \frac{u_n}{u_{n-1}}\partial_z( \frac{1}{u_{n-1}}\partial_z \cdot)-\partial_z(\frac{1}{\bar{u}}\partial_z \cdot) \\=& (\frac{u_n}{u_{n-1}}-1)\partial_z( \frac{1}{\bar{u}} \partial_z\cdot)+\frac{u_n}{u_{n-1}}\partial_z((- \frac{1}{\bar{u}} + \frac{1}{u_{n-1}})\partial_z\cdot) \\=& (\frac{u_n}{u_{n-1}}-1)\partial_z \nabla_{n}+\frac{u_n}{u_{n-1}}\partial_z( \frac{\bar{u}-u_{n-1}}{u_{n-1}})\nabla_{n}+\frac{u_n}{u_{n-1}}( \frac{\bar{u}-u_{n-1}}{u_{n-1}})\partial_z\nabla_{n}. \end{aligned} \end{align}\tag{229}\] And the auxiliary function \(\psi_{n-1}\) has the following growth rates in \(z\) near \(z=0\), \[\begin{align} \label{psin-1un-1}\begin{aligned} \psi_{n-1}(x,y,z)=&\int_0^{z} u_{n-1}(x,y,z')dz' \leq \int_0^{z} C{\epsilon_0}+2C_0z' dz' \\ \leq & C{\epsilon_0} z+C_0z^2 \leq Cu_{n-1}z.\end{aligned} \end{align}\tag{230}\]
A direct consequence of the above calculation is the following lemma, which is used to estimate the remainder \(R_0\) in the equation 81 for \(u_n^2-\bar{u}^2.\)
Lemma 18. It holds that \[\begin{align} \label{cy-1}\begin{aligned}|(u_n\nabla_{\psi}^2- \bar{u}\nabla_{n}^2)\bar{u}^2|\leq C\phi_{1,0} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}, \end{aligned} \end{align}\qquad{(23)}\] and \[\begin{align} \label{xz2} u_{n}|\nabla_\psi (u_{n}^2-\bar{u}^2)|\psi_{n-1}^{-\alpha-1}\leq \varepsilon e^{-\frac{A}{x+1}}C \psi_{n-1}^{-\alpha}u_{n-1}^2\psi_{n-1}^{-1} \quad \text{in} \quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\qquad{(24)}\]
Proof. First, we consider the estimates near \(z=0.\) By \(|u_{n}-\bar{u}|\leq \varepsilon e^{-\frac{A}{x+1}}C{\epsilon_0}^2,\,\,|\partial_z (u_{n}-\bar{u})|\leq \varepsilon e^{-\frac{A}{x+1}}C{\epsilon_0}\) at \(z=0\) and \(|\partial_z^2 u_{n}-\partial_z^2 \bar{u}|\leq \varepsilon e^{-\frac{A}{x+1}}\) in \(\Omega\cap\{0\leq y\leq Y^*\}\), we have \[\begin{align} \label{26-06-13-1} |\partial_z (u_{n}-\bar{u})|\leq \varepsilon e^{-\frac{A}{x+1}}C(z+{\epsilon_0}), \quad | u_{n}-\bar{u}|\leq \varepsilon e^{-\frac{A}{x+1}} C(z+{\epsilon_0})^2\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\tag{231}\] Then we have, in \(\Omega\cap\{0\leq y\leq Y^*\},\) \[\begin{align} \begin{aligned} |\nabla_{n}\bar{u}^2|=|2\partial_z\bar{u}|\leq C, \quad |\partial_z\nabla_{n}\bar{u}^2|=|2\partial_z^2\bar{u}|\leq &C,\\ |\frac{ \partial_z(\bar{u}-u_{n-1})}{u_{n-1}}- \frac{ \partial_zu_{n-1}(\bar{u}-u_{n-1})}{u_{n-1}^2}|\leq& \varepsilon e^{-\frac{A}{x+1}}C , \end{aligned} \end{align}\] which gives ?? by 229 , the decay rates of derivatives of \(\bar{u}\) for large \(z\) and the definition of \(Y^*\).
By the definition of \(\nabla_\psi,\) we have \[\begin{align} \label{sm2}\begin{aligned} \nabla_\psi (u_{n}^2-\bar{u}^2)=\frac{1}{u_{n-1}}\partial_z (u_{n}^2-\bar{u}^2) =\frac{2}{u_{n-1}}(u_{n}\partial_z u_{n}-\bar{u}\partial_z \bar{u}). \end{aligned} \end{align}\tag{232}\] By 231 , we have \[\begin{align} \label{xinzeng1} |2(\frac{u_{n}}{u_{n-1}}\partial_z u_{n}-\frac{\bar{u}}{u_{n-1}}\partial_z \bar{u})|\leq \varepsilon e^{-\frac{A}{x+1}}C{\epsilon_0},\quad \text{at} \quad z=0. \end{align}\tag{233}\] Now we estimate \[\begin{align} \label{xinzeng}\begin{aligned} \partial_z\big( \frac{1}{u_{n-1}}(u_{n}\partial_z u_{n}-\bar{u}\partial_z \bar{u})\big)=&-\frac{\partial_zu_{n-1}}{u_{n-1}^2}(u_{n}\partial_z u_{n}-\bar{u}\partial_z \bar{u})\\&+\frac{1}{u_{n-1}}((\partial_z u_{n})^2-(\partial_z \bar{u})^2+u_{n}\partial_z^2 u_{n}-\bar{u}\partial_z^2\bar{u}).\end{aligned} \end{align}\tag{234}\] Again, since \(|u_{n}-\bar{u}|\leq \varepsilon e^{-\frac{A}{x+1}}C{\epsilon_0}^2, |\partial_z (u_{n}-\bar{u})|\leq \varepsilon e^{-\frac{A}{x+1}}C{\epsilon_0}\) at \(z=0\) and \(|\partial_z^2 u_{n}-\partial_z^2 \bar{u}|\leq \varepsilon e^{-\frac{A}{x+1}}\) in \(\Omega\cap\{0\leq y\leq Y^*\}\), we have \[\begin{align} | u_{n}\partial_z u_{n}-\bar{u}\partial_z \bar{u}|=& |u_{n}(\partial_z u_{n}-\partial_z \bar{u})+(u_{n}-\bar{u})\partial_z \bar{u}| \leq \varepsilon e^{-\frac{A}{x+1}}C(z+{\epsilon_0})^2 , \end{align}\] and \[\begin{align} |(\partial_z u_{n})^2-(\partial_z \bar{u})^2+u_{n}\partial_z^2 u_{n}-\bar{u}\partial_z^2\bar{u}|\leq \varepsilon e^{-\frac{A}{x+1}}C(z+{\epsilon_0}). \end{align}\] Hence, by 234 , we have \(|\partial_z \big(\frac{1}{u_{n-1}}(u_{n}\partial_z u_{n}-\bar{u}\partial_z \bar{u})\big)|\leq \varepsilon e^{-\frac{A}{x+1}}C.\) Combining this with 233 , we have \[\begin{align} |\frac{u_{n}}{u_{n-1}}\partial_z u_{n}-\frac{\bar{u}}{u_{n-1}}\partial_z \bar{u}|\leq \varepsilon e^{-\frac{A}{x+1}}C(z+{\epsilon_0}),\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}. \end{align}\] Substituting this back to 232 , we obtain ?? . ◻
The following lemmas are about the growth rates which have been used to obtain the estimate on \(\partial_z^2(u_n-\bar{u}).\)
Lemma 19. Assume \(f\in C^\infty(\mathbf{R})\) and \(|\partial_z f|\leq2 \varepsilon (z+c)^\alpha\) where \(c\) is a non-negative constant. Then \[\begin{align} |f-\frac{\int_0^zf dz'}{z+c}|\leq \frac{\varepsilon(z+c)^{1+\alpha}}{1+\frac{\alpha}{2}}+|f(0)|\quad \text{for}\quad z>0. \end{align}\]
Proof. Set \(G=(z+c)f-\int_0^zf dz'.\) Then \(G(0)=cf(0)\), \(\partial_z G=(z+c)\partial_zf\) and \[|\partial_z G|\leq 2\varepsilon (z+c)^{1+\alpha}, \quad z>0,\] which implies \[|G|\leq\frac{\varepsilon (z+c)^{2+\alpha}}{1+\frac{\alpha}{2}}+c|f(0)| \quad \text{ for}\quad z>0.\] Hence, \[|\frac{G}{z+c}|\leq\frac{\varepsilon (z+c)^{1+\alpha}}{1+\frac{\alpha}{2}}+\frac{c}{z+c}|f(0)|\quad \text{ for}\quad z>0.\] ◻
Remark 20. In general, if \(|\partial_z f|\leq b(z+c)^\alpha\), then \[\begin{align} |f-\frac{\int_0^zf dz'}{z+c}|\leq \frac{b(z+c)^{1+\alpha}}{2+\alpha}+|f(0)|\quad \text{for}\quad z>0. \end{align}\]
To apply Lemma 19, we firstly give the following rough bound estimate. Since \(\partial_z \bar{u}>0\), by the compatible approximate boundary data, we have, for small \(\varepsilon\ll \alpha,\) \[\begin{align} &\frac{\varepsilon}{1+\frac{\alpha}{7}} \min\{1,(z+ \frac{\bar{u}(x,y,0)}{\partial_z\bar{u}(x,y,0)})^\alpha\} \\ \leq & \varepsilon \min\{1,(z+\frac{u_n(x,y,0)}{\partial_zu_n(x,y,0)})^\alpha\}\quad \text{in} \quad[0,X]\times[0,Y^*]\times[0,1]. \end{align}\] Then by 44 and 56 , it holds, \[\begin{align} \label{zzf}\begin{aligned} &|\partial_{z}^2(u_{n-1}-\bar{u})|, |\partial_{z}^2(u_n-\bar{u})|\leq \varepsilon e^{-\frac{A}{x+1}}(z+\frac{u_n(x,y,0)}{\partial_zu_n(x,y,0)})^\alpha \\& \text{in} \quad[0,X]\times[0,Y^*]\times[0,1].\end{aligned} \end{align}\tag{235}\] Now we have the following corollary.
Corollary 2. It holds that \[\begin{align} \begin{aligned} &\frac{\partial_zu_n(x,y,0)}{z\partial_{z}u_n(x,y,0)+u_n(x,y,0)}[\partial_{z}(u_{n-1}-u_n) -\frac{\partial_zu_n(x,y,0)\big((u_{n-1}-u_n)-(u_{n-1}-u_n)|_{z=0}\big)}{z\partial_zu_n(x,y,0)+u_n(x,y,0)}] \\ \leq & \frac{\varepsilon e^{-\frac{A}{x+1}}(z+\frac{u_n(x,y,0)}{\partial_zu_n(x,y,0)})^{\alpha}}{1+\frac{\alpha}{3}} \quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}.\end{aligned} \end{align}\]
Proof. For any fixed \((x,y)\in[0,X]\times[0,Y^*]\), take \[\begin{align} f=\partial_{z}(u_{n-1}-u_n)(x,y,z), \quad c=\frac{u_n(x,y,0)}{\partial_zu_n(x,y,0)} \end{align}\] in Lemma 19. By 235 , \(|\partial_z f|\leq |\partial_z^2(u_n-\bar{u})|+|\partial_z^2(u_{n-1}-\bar{u})|\leq2 \varepsilon e^{-\frac{A}{x+1}} (z+c)^\alpha\). Hence, by Lemma 19, we have \[\begin{align} \begin{aligned} &\frac{1}{z+\frac{u_n(x,y,0)}{\partial_zu_n(x,y,0)}}[\partial_{z}(u_{n-1}-u_n) -\frac{(u_{n-1}-u_n)-(u_{n-1}-u_n)|_{z=0}}{z+\frac{u_n(x,y,0)}{\partial_zu_n(x,y,0)}}]\\ \leq & \frac{\varepsilon e^{-\frac{A}{x+1}}(z+c)^{\alpha}}{1+\frac{\alpha}{2}}+\frac{1}{z+c}|f(0)| \\ \leq & \frac{\varepsilon e^{-\frac{A}{x+1}}(z+c)^{\alpha}}{1+\frac{\alpha}{3}} \quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\},\end{aligned} \end{align}\]where we have used \(|f(0)|\leq \varepsilon^7 e^{-\frac{A}{x+1}}C\epsilon_0^2\) by the compatible approximate boundary data. ◻
With this corollary, we have the following lemma.
Lemma 20. For some positive constant \(\delta_5\) independent of \(\varepsilon,\) it holds that \[\begin{align} \big|(\frac{u_n}{u_{n-1}}\partial_{z}u_n)|_{z=0}\partial_{z}(\frac{u_{n-1}}{u_n} )\big|\leq \frac{\varepsilon e^{-\frac{A}{x+1}}(z+\frac{u_n(x,y,0)}{\partial_zu_n(x,y,0)})^{\alpha}}{1+\frac{\alpha}{5}}\quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\leq \delta_5\}. \end{align}\]
Proof. Take \[\tilde{c}=\frac{u_n(x,y,0)}{\partial_zu_n(x,y,0)}.\] First, we investigate \((\frac{u_n}{u_{n-1}}\partial_{z}u_n)|_{z=0}.\) Since \(\partial_z\bar{u}\geq c_0\) at \(z=0\), \(|\partial_z^2(u_{n}-\bar{u})|\leq 1\) in \([0,Y^*]\) by the bootstrap assumption and \(|\partial_z^2(u_{n-1}-\bar{u})|\leq 1\) by the induction assumption, we have, by the boundary data at \(z=0\), that for some positive constants \(k_4\ll\alpha\) and \(\delta_5\) independent of \(\varepsilon,\) \[\begin{align} \label{dzunun}\begin{aligned} \partial_{z}u_n(1-k_4)\leq&(\frac{u_n}{u_{n-1}}\partial_{z}u_n)|_{z=0}\leq \partial_{z}u_n(1+k_4),\\ (1-k_4)\frac{1}{z+\tilde{c}}\leq&\frac{\partial_{z}u_n}{u_n}= \frac{\partial_{z}u_n}{\int_0^z \partial_{z}u_ndz'+u_n|_{z=0}}\leq (1+k_4)\frac{1}{z+\tilde{c}},\end{aligned} \end{align}\tag{236}\] in \(\Omega\cap\{y\leq Y^*\}\cap \{z\leq \delta_5\}\) which imply \[\begin{align} \label{1117-3} (1-k_4)^2\frac{1}{z+\tilde{c}}\leq (\frac{u_n}{u_{n-1}}\partial_{z}u_n)|_{z=0}\frac{1}{u_n}\leq (1+k_4)^2\frac{1}{z+\tilde{c}}, \end{align}\tag{237}\] in \(\Omega\cap\{y\leq Y^*\}\cap \{z\leq \delta_5\}.\) In fact, the second line in 236 comes from the following calculation. For any fixed \((x,y)\in[0,X]\times[0,Y^*],\) set \(b=u_n(x,y,0), a=\partial_zu_n(x,y,0)\geq c_0\) by 47 . Note \(\tilde{c}=\frac{b}{a}\). For small \(z\), we have \[\begin{align} \label{1117-5}\begin{aligned} \frac{\partial_{z}u_n}{u_n}=& \frac{\partial_{z}u_n}{\int_0^z \partial_{z}u_ndz'+u_n|_{z=0}} = \frac{a(1+o(1))}{\int_0^z a(1+o(1))dz'+b}\\ =&(1+o(1))\frac{1}{\int_0^z (1+o(1))dz'+\tilde{c}} =(1+o(1))\frac{1}{z (1+o(1))+\tilde{c}}\\ =&(1+o(1))^2\frac{1}{z +\tilde{c}} =(1+o(1))\frac{1}{z +\tilde{c}}.\end{aligned} \end{align}\tag{238}\] Second, we note that \[\begin{align} \partial_{z}(\frac{u_{n-1}}{u_n} )=&\partial_{z}(\frac{u_{n-1}-u_n}{u_n} ) =\frac{\partial_{z}(u_{n-1}-u_n)}{u_n} -\frac{\partial_{z}u_n(u_{n-1}-u_n)}{u_n^2} \\ =&\frac{1}{u_n}\big(\partial_{z}(u_{n-1}-u_n) -\frac{\partial_{z}u_n(u_{n-1}-u_n)}{u_n}\big). \end{align}\] Then\[\begin{align} \label{666-1-0205}\begin{aligned} |\partial_{z}(\frac{u_{n-1}}{u_n} )|\leq&\frac{1}{u_n}|\partial_{z}(u_{n-1}-u_n) -\frac{\partial_{z}u_n\big((u_{n-1}-u_n)-(u_{n-1}-u_n)|_{z=0}\big)}{u_n}| \\&+\varepsilon^6 e^{-\frac{A}{x+1}}C\epsilon_0,\end{aligned} \end{align}\tag{239}\] by the compatible approximate boundary condition 202 at \(z=0.\) Set \(f=\partial_{z}(u_{n-1}-u_n).\) Then \[\begin{align} \label{1119-2}\begin{aligned} &\partial_{z}(u_{n-1}-u_n) -\frac{\partial_{z}u_n\big((u_{n-1}-u_n)-(u_{n-1}-u_n)|_{z=0}\big)}{u_n} \\ =&f- (1+o(1))\frac{1}{z+\tilde{c}}\int_0^z fdz'\\ =&(1+o(1))(f- \frac{1}{z+\tilde{c}}\int_0^z fdz')+o(1)f,\end{aligned} \end{align}\tag{240}\] where we have used 236 . Then by Corollary 2, we have, for some positive constant \(\delta_5\) independent of \(\varepsilon,\) \[\begin{align} \label{649}\begin{aligned} &\frac{\partial_z u_n}{u_n}| \partial_{z}(u_{n-1}-u_n)-\frac{\partial_{z}u_n}{u_n}\big((u_{n-1}-u_n)-(u_{n-1}-u_n)|_{z=0}\big)| \\ \leq& \frac{\varepsilon e^{-\frac{A}{x+1}}(z+\tilde{c})^{\alpha}}{1+\frac{\alpha}{4}} \quad \text{in}\quad \Omega\cap\{0\leq y\leq Y^*\}\cap\{z\leq \delta_5\}.\end{aligned} \end{align}\tag{241}\] For the estimate on \(o(1)f,\) by the boundary condition 202 , 235 and integrating with respect to \(z\), we have\[\begin{align} |f|=|\partial_{z}(u_n-u_{n-1})|\leq \varepsilon^7 e^{-\frac{A}{x+1}}C\epsilon_0^2+\frac{2}{1+\alpha}\varepsilon e^{-\frac{A}{x+1}} (z+\tilde{c})^{1+\alpha}. \end{align}\] Combining 236 , 239 and 241 , we complete the proof of the lemma. ◻
Similarly, we can prove the following lemmas which have been used in the estimates on \(\partial_{z}\nabla_{\eta,\xi}(u_{n}-\bar{u}).\)
Lemma 21. For some small positive constant \(\delta_6\) independent of \(\varepsilon,\) \[\begin{align} |\partial_z \bar{u}\partial_z(\frac{\int_0^z\partial_x\bar{u}-\partial_xu_{n-1}dz'}{u_{n-1}})| \leq \frac{ \varepsilon^2}{2+\frac{\alpha}{2}} (\frac{1}{x+1})^{\frac{\alpha}{2}}e^{-\frac{A}{x+1}} (z+\epsilon_0)^{\alpha},\quad \Omega\cap \{z\leq \delta_6\}. \end{align}\]
Proof. Set \(f=\partial_x\bar{u}-\partial_xu_{n-1}\) and \(\tilde{c}=\frac{u_{n-1}(x,y,0)}{\partial_zu_{n-1}(x,y,0)}.\) By the compatible boundary data 202 and \(\partial_zu_B>0\) at \(z=0,\) we have \[\begin{align} \label{1119-3}\begin{aligned} \tilde{c} =&\frac{ u_{n-1}}{\partial_zu_{n-1}}|_{z=0}= (1+R_{\epsilon_0}) \frac{\bar{u}}{\partial_zu_{n-1}}|_{z=0}\\ =& (1+R_{\epsilon_0})^2 \frac{\bar{u}}{\partial_z\bar{u}}|_{z=0} = (1+R_{\epsilon_0})^2 \frac{u_B}{\partial_zu_B}|_{z=\epsilon_0} \\ =& (1+R_{\epsilon_0})^3 \epsilon_0,\end{aligned} \end{align}\tag{242}\] where \(R_{\epsilon_0}\) stands for the terms satisfying \(|R_{\epsilon_0}|\leq C\epsilon_0\) which may vary from line to line. Then by the induction assumption and 242 , we have, for \(f=\partial_{x}u_{n-1}-\partial_{x}\bar{u},\) it holds \[\begin{align} \label{0126huahua}\begin{aligned} |\partial_z f|=&|\partial_z\partial_{x}u_{n-1}-\partial_z\partial_{x}\bar{u}| \leq \varepsilon^2e^{-\frac{A}{x+1}} (\frac{1}{x+1})^{\frac{\alpha}{2}}(z+{\epsilon_0})^{\alpha} \\ \leq& \varepsilon^2e^{-\frac{A}{x+1}} (\frac{1}{x+1})^{\frac{\alpha}{2}}(z+\tilde{c}(1+C\epsilon_0))^{\alpha} ,\quad \Omega\cap \{\frac{z+{\epsilon_0}}{\sqrt{x+1}}\leq \delta\}.\end{aligned} \end{align}\tag{243}\] Then similar to the estimate 240 , by Remark 20 and 242 , for some \(\delta_6\ll\delta\) independent of \(\varepsilon,\) we have, in \(\Omega\cap \{z\leq \delta_6\},\) \[\begin{align} &\frac{\partial_z \bar{u}}{u_{n-1}}| ( \partial_x\bar{u}-\partial_xu_{n-1})-\frac{\partial_zu_{n-1}}{u_{n-1}} \int_0^z\partial_x\bar{u}-\partial_xu_{n-1}dz' |\\ =&|(1+o(1))\frac{1}{z+\tilde{c}}(f- (1+o(1))\frac{1}{z+\tilde{c}}\int_0^z fdz')|\\ =&|(1+o(1))^2\frac{1}{z+\tilde{c}}(f- \frac{1}{z+\tilde{c}}\int_0^z fdz')+o(1)\frac{f}{z+\tilde{c}}| \\ \leq &\frac{ \varepsilon^2}{2+\frac{\alpha}{2}} (\frac{1}{x+1})^{\frac{\alpha}{2}}e^{-\frac{A}{x+1}} (z+\epsilon_0)^{\alpha}, \end{align}\] where we have used \(\frac{\partial_z u_{n-1}}{u_{n-1}}=(1+o(1))\frac{1}{z+\tilde{c}}\) by 238 , \[\begin{align} \frac{\partial_z \bar{u}}{u_{n-1}}=&\frac{(1+o(1))\partial_z u_{n-1}}{u_{n-1}} =(1+o(1))\frac{1}{z+\tilde{c}}, \end{align}\]and 243 to estimate \(|o(1)\frac{f}{z+\tilde{c}}|.\) Hence, in \(\Omega\cap \{z\leq \delta_6\},\) \[\begin{align} |\partial_z \bar{u}\partial_z(\frac{\int_0^z\partial_x\bar{u}-\partial_xu_{n-1}dz'}{u_{n-1}})| =&\frac{\partial_z \bar{u}}{u_{n-1}}| ( \partial_x\bar{u}-\partial_xu_{n-1})-\frac{\partial_zu_{n-1}}{u_{n-1}} \int_0^z\partial_x\bar{u}-\partial_xu_{n-1}dz' |\\ \leq & \frac{ \varepsilon^2}{2+\frac{\alpha}{2}} (\frac{1}{x+1})^{\frac{\alpha}{2}}e^{-\frac{A}{x+1}} (z+\epsilon_0)^{\alpha}. \end{align}\] ◻
Lemma 22. It holds that \[\begin{align} \begin{aligned} | \partial_z\nabla_{\tau_1}\bar{u}-\partial_z\nabla_{\xi,\eta}\bar{u}| \leq \frac{ \varepsilon^2}{2+\frac{5\alpha}{12}} (\frac{1}{x+1})^{\frac{\alpha}{2}}e^{-\frac{A}{x+1}} (z+\epsilon_0)^{\alpha},\quad \Omega\cap \{z+\epsilon_0\leq \varepsilon^6 \}.\end{aligned} \end{align}\]
Proof. By 227 , \[\begin{align} \begin{aligned} -\partial_z\nabla_{\tau_1}\bar{u}+\partial_z\nabla_{\xi}\bar{u}=&(\frac{\int_0^z\partial_x\bar{u}dz'}{\bar{u}}-\frac{\int_0^z\partial_x u_{n-1}dz'}{u_{n-1}})\partial_z^2\bar{u} \\ &+\partial_z(\frac{(u_{n-1}-\bar{u})\int_0^z\partial_x\bar{u}dz'}{u_{n-1}\bar{u}})\partial_z \bar{u}+\partial_z(\frac{\int_0^z\partial_x\bar{u}-\partial_xu_{n-1}dz'}{u_{n-1}})\partial_z \bar{u}.\end{aligned} \end{align}\] By 205 , we have \[\begin{align} & |\partial_z^2\bar{u}|\leq C(z+\epsilon_0),\quad |\frac{\int_0^z\partial_x\bar{u}dz'}{u_{n-1}\bar{u}}|\leq C,\quad |\partial_z\frac{\int_0^z\partial_x\bar{u}dz'}{u_{n-1}\bar{u}}|\leq \frac{C}{\bar{u}}, \\&|u_{n-1}-\bar{u}|\leq\varepsilon^6 \phi_{1,1+2\alpha},\quad |\partial_zu_{n-1}-\partial_z\bar{u}|\leq \varepsilon^5 \phi_{1,\alpha}. \end{align}\] Then by Lemma 21, it holds that \[\begin{align} \begin{aligned} | \partial_z\nabla_{\tau_1}\bar{u}-\partial_z\nabla_{\xi}\bar{u}| \leq \varepsilon^3 \phi_{1,\alpha}C+\frac{ \varepsilon^2}{2+\frac{\alpha}{2}} (\frac{1}{x+1})^{\frac{\alpha}{2}}e^{-\frac{A}{x+1}} (z+\epsilon_0)^{\alpha},\quad \Omega\cap \{\sqrt{z+\epsilon_0}\leq \varepsilon^3 \},\end{aligned} \end{align}\] where we have used for the small positive constant \(\alpha,\) \[\begin{align} |\partial_z^2\bar{u}|\leq C(z+\epsilon_0)^{1-\alpha}(z+\epsilon_0)^\alpha \leq C\varepsilon^3(z+\epsilon_0)^\alpha\quad \text{in}\quad \Omega\cap\{z+\epsilon_0\leq \varepsilon^6 \}. \end{align}\] Note that for \(\varepsilon\) small, \(\sqrt{z+\epsilon_0}\leq \varepsilon^3\) implies \(z\leq \delta_6\) where \(\delta_6\) is defined in Lemma 21 which is independent of \(\varepsilon\). Similarly, we can derive \[\begin{align} \begin{aligned} | \partial_z\nabla_{\tau_1}\bar{u}-\partial_z\nabla_{\eta}\bar{u}| \leq \varepsilon^3 \phi_{1,\alpha}C+\frac{ \varepsilon^2}{2+\frac{\alpha}{2}} (\frac{1}{x+1})^{\frac{\alpha}{2}}e^{-\frac{A}{x+1}} (z+\epsilon_0)^{\alpha},\quad \Omega\cap \{\sqrt{z+\epsilon_0}\leq \varepsilon^3 \}.\end{aligned} \end{align}\] ◻
. The research of W. Shen is supported by NSFC(Grant 12371208). The research of Y. Wang is supported by NSFC(Grant 12371236 and Grant 12001383) and the National Key Research \(\&\) Development Program(Grant 2024YFA1014900). The research of T. Yang is supported by the General Research Fund of Hong Kong (Project No. 11303521). He would also like to thank the Kuok Group foundation for its generous support. The authors would also like to thank the support by the Research Center for Nonlinear Analysis in The Hong Kong Polytechnic University.